+185.2%
ZTS vs ESI
+197.1%
-11.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +2.6% |
| 7D | -1.0% | -3.5% | +2.4% | -0.4% |
| 30D | +10.8% | -9.3% | +20.0% | +12.6% |
| 3M | +14.1% | -12.8% | +26.9% | +16.4% |
| 6M | +0.8% | -24.6% | +25.4% | +4.8% |
| YTD | -33.1% | +32.7% | -65.8% | -39.1% |
| 1Y | -30.0% | +20.3% | -50.3% | -34.9% |
| 3Y | -49.5% | +80.2% | -129.7% | -58.0% |
| 5Y | -60.2% | +40.0% | -100.2% | -65.5% |
| 10Y | +77.0% | +310.8% | -233.7% | +19.8% |
| All | +185.2% | +197.1% | -11.9% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling