-48.0%
ZTS vs ETR
+155.2%
-203.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.6% | +1.2% | +4.4% | +5.4% |
| 30D | +12.1% | +7.0% | +5.1% | +10.9% |
| 3M | +11.3% | +4.6% | +6.7% | +10.4% |
| 6M | +14.3% | +0.1% | +14.2% | +14.2% |
| YTD | -31.9% | +23.2% | -55.1% | -34.5% |
| 1Y | -29.3% | +20.6% | -49.8% | -31.7% |
| 3Y | -48.0% | +156.3% | -204.3% | -59.6% |
| All | -48.0% | +155.2% | -203.2% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling