+58.8%
ZTS vs ESI
+308.3%
-249.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | -3.8% | +3.9% | -7.7% | -4.7% |
| 30D | -2.0% | -3.8% | +1.7% | -1.3% |
| 3M | -10.2% | -13.1% | +2.9% | -8.2% |
| 6M | -39.4% | +11.3% | -50.7% | -42.7% |
| YTD | -40.8% | +44.1% | -84.9% | -48.3% |
| 1Y | -50.1% | +40.3% | -90.5% | -56.3% |
| 3Y | -58.9% | +84.1% | -142.9% | -67.7% |
| 5Y | -62.4% | +75.8% | -138.2% | -70.6% |
| 10Y | +58.8% | +320.7% | -261.9% | -10.8% |
| All | +58.8% | +308.3% | -249.5% | -10.8% |
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