-2.8%
ZTS vs ESTC
+24.6%
-27.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.7% |
| 7D | -0.6% | -3.6% | +2.9% | -0.1% |
| 30D | +11.0% | -11.2% | +22.2% | +12.7% |
| 3M | +10.9% | +14.3% | -3.4% | +7.9% |
| 6M | +0.9% | +67.0% | -66.1% | -7.8% |
| YTD | -33.0% | +15.7% | -48.6% | -35.9% |
| 1Y | -29.6% | -6.3% | -23.4% | -30.6% |
| 3Y | -49.0% | +14.5% | -63.5% | -54.2% |
| 5Y | -59.5% | -49.9% | -9.6% | -60.0% |
| All | -2.8% | +24.6% | -27.4% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling