-62.8%
ZTS vs ESI
+77.4%
-140.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.1% |
| 7D | -4.8% | +5.4% | -10.2% | -6.0% |
| 30D | +1.2% | -4.2% | +5.4% | +2.0% |
| 3M | -6.0% | -9.6% | +3.6% | -5.2% |
| 6M | -38.7% | +18.3% | -57.1% | -43.5% |
| YTD | -40.6% | +45.8% | -86.5% | -49.1% |
| 1Y | -50.6% | +39.2% | -89.8% | -57.2% |
| 3Y | -58.7% | +86.3% | -145.0% | -69.2% |
| 5Y | -62.8% | +76.2% | -139.0% | -72.7% |
| All | -62.8% | +77.4% | -140.3% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling