+174.6%
ZTS vs ETR
+474.8%
-300.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.4% |
| 30D | +1.9% | +1.0% | +0.9% | +1.5% |
| 3M | -4.0% | -1.3% | -2.7% | -3.8% |
| 6M | -39.1% | +1.9% | -41.0% | -39.8% |
| YTD | -38.8% | +18.2% | -57.0% | -42.6% |
| 1Y | -49.6% | +24.7% | -74.2% | -53.6% |
| 3Y | -59.0% | +150.7% | -209.7% | -71.3% |
| 5Y | -61.8% | +127.0% | -188.8% | -72.5% |
| 10Y | +61.4% | +295.5% | -234.0% | -0.2% |
| All | +174.6% | +474.8% | -300.2% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling