+87.8%
ZTS vs ETR
+378.9%
-291.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.6% | +1.2% | +4.4% | +5.1% |
| 30D | +12.1% | +7.0% | +5.1% | +9.4% |
| 3M | +11.3% | +4.6% | +6.7% | +9.4% |
| 6M | +14.3% | +0.1% | +14.2% | +13.9% |
| YTD | -31.9% | +23.2% | -55.1% | -37.5% |
| 1Y | -29.3% | +20.6% | -49.8% | -34.6% |
| 3Y | -48.0% | +156.3% | -204.3% | -65.6% |
| 5Y | -58.9% | +159.6% | -218.5% | -73.3% |
| All | +87.8% | +378.9% | -291.2% | +9.1% |
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