+55.7%
ZTS vs ETR
+296.9%
-241.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -3.7% | -1.8% | -1.9% | -3.1% |
| 30D | -0.8% | -1.8% | +1.0% | -0.2% |
| 3M | -9.7% | -3.6% | -6.2% | -8.8% |
| 6M | -38.4% | +2.6% | -41.0% | -39.4% |
| YTD | -41.1% | +16.0% | -57.1% | -44.7% |
| 1Y | -50.6% | +20.1% | -70.8% | -54.4% |
| 3Y | -59.1% | +143.6% | -202.7% | -72.4% |
| 5Y | -62.7% | +124.4% | -187.1% | -74.2% |
| All | +55.7% | +296.9% | -241.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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