-29.6%
ZTS vs ESI
+18.3%
-47.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -0.6% | -6.6% | +6.0% | -0.6% |
| 30D | +11.0% | -9.8% | +20.8% | +11.1% |
| 3M | +10.9% | -11.9% | +22.9% | +11.0% |
| 6M | +0.9% | -25.1% | +26.0% | +1.7% |
| YTD | -33.0% | +31.9% | -64.9% | -40.6% |
| 1Y | -29.6% | +19.2% | -48.8% | -35.5% |
| All | -29.6% | +18.3% | -47.9% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling