-14.2%
ZTS vs ESTC
+23.7%
-37.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | 0.0% |
| 7D | -3.8% | -3.3% | -0.4% | -3.3% |
| 30D | -2.0% | +13.4% | -15.5% | -4.3% |
| 3M | -10.2% | +41.3% | -51.5% | -15.4% |
| 6M | -39.4% | +62.6% | -102.0% | -44.5% |
| YTD | -40.8% | +14.8% | -55.6% | -43.1% |
| 1Y | -50.1% | -5.1% | -45.1% | -50.8% |
| 3Y | -58.9% | +11.2% | -70.0% | -62.8% |
| 5Y | -62.4% | -47.0% | -15.4% | -63.2% |
| All | -14.2% | +23.7% | -37.8% | -38.5% |
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