-49.5%
ZTS vs ESTC
+20.1%
-69.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +3.3% |
| 7D | -1.0% | -1.2% | +0.1% | -1.0% |
| 30D | +10.8% | -8.1% | +18.9% | +11.2% |
| 3M | +14.1% | +20.2% | -6.1% | +12.4% |
| 6M | +0.8% | +72.7% | -72.0% | -3.3% |
| YTD | -33.1% | +19.6% | -52.7% | -34.3% |
| 1Y | -30.0% | +0.3% | -30.3% | -30.4% |
| 3Y | -49.5% | +22.8% | -72.3% | -50.0% |
| All | -49.5% | +20.1% | -69.6% | -50.0% |
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