-60.2%
ZTS vs ESTC
-48.1%
-12.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +3.1% |
| 7D | -1.0% | -1.2% | +0.1% | -0.9% |
| 30D | +10.8% | -8.1% | +18.9% | +11.7% |
| 3M | +14.1% | +20.2% | -6.1% | +10.9% |
| 6M | +0.8% | +72.7% | -72.0% | -6.9% |
| YTD | -33.1% | +19.6% | -52.7% | -35.6% |
| 1Y | -30.0% | +0.3% | -30.3% | -31.3% |
| 3Y | -49.5% | +22.8% | -72.3% | -54.4% |
| 5Y | -60.2% | -50.9% | -9.4% | -62.6% |
| All | -60.2% | -48.1% | -12.2% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling