-62.8%
ZTS vs ET
+241.7%
-304.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.5% | +1.4% | -5.8% | -4.8% |
| 30D | -3.3% | +4.6% | -7.9% | -4.2% |
| 3M | -9.7% | +16.0% | -25.8% | -12.4% |
| 6M | -38.8% | +22.8% | -61.7% | -41.4% |
| YTD | -41.2% | +38.9% | -80.0% | -45.2% |
| 1Y | -50.3% | +34.1% | -84.4% | -53.3% |
| 3Y | -59.1% | +98.8% | -158.0% | -65.2% |
| 5Y | -62.8% | +246.8% | -309.6% | -68.6% |
| All | -62.8% | +241.7% | -304.5% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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