+87.8%
ZTS vs ESI
+318.1%
-230.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +5.6% | +5.5% | 0.0% | +4.1% |
| 30D | +12.1% | -7.8% | +19.8% | +13.8% |
| 3M | +11.3% | -15.0% | +26.3% | +14.8% |
| 6M | +14.3% | -24.9% | +39.2% | +20.1% |
| YTD | -31.9% | +33.2% | -65.1% | -39.9% |
| 1Y | -29.3% | +24.9% | -54.2% | -36.6% |
| 3Y | -48.0% | +77.8% | -125.8% | -59.4% |
| 5Y | -58.9% | +37.1% | -96.0% | -66.0% |
| All | +87.8% | +318.1% | -230.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling