-60.2%
ZTS vs ESI
+42.9%
-103.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +2.5% |
| 7D | -1.0% | -3.5% | +2.4% | -0.4% |
| 30D | +10.8% | -9.3% | +20.0% | +12.7% |
| 3M | +14.1% | -12.8% | +26.9% | +16.7% |
| 6M | +0.8% | -24.6% | +25.4% | +5.4% |
| YTD | -33.1% | +32.7% | -65.8% | -42.0% |
| 1Y | -30.0% | +20.3% | -50.3% | -37.5% |
| 3Y | -49.5% | +80.2% | -129.7% | -63.2% |
| 5Y | -60.2% | +40.0% | -100.2% | -70.0% |
| All | -60.2% | +42.9% | -103.1% | -70.0% |
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