-26.7%
ZTS vs ESTC
+1.6%
-28.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.5% |
| 7D | +15.4% | -15.9% | +31.3% | +15.8% |
| 30D | +25.8% | -5.5% | +31.3% | +25.7% |
| 3M | +18.1% | +26.2% | -8.1% | +17.9% |
| 6M | -19.7% | +77.0% | -96.8% | -19.4% |
| YTD | -27.5% | +18.9% | -46.4% | -28.9% |
| 1Y | -26.7% | +1.3% | -28.0% | -30.2% |
| All | -26.7% | +1.6% | -28.3% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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