-57.9%
ZTS vs ESTC
+18.2%
-76.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.3% |
| 7D | -2.0% | -8.1% | +6.1% | -1.5% |
| 30D | +1.9% | +31.7% | -29.8% | 0.0% |
| 3M | -4.0% | +41.1% | -45.1% | -6.3% |
| 6M | -39.1% | +77.1% | -116.2% | -41.6% |
| YTD | -38.8% | +21.7% | -60.5% | -39.9% |
| 1Y | -49.6% | +8.4% | -57.9% | -50.1% |
| All | -57.9% | +18.2% | -76.2% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling