-59.0%
ZTS vs EFX
-12.7%
-46.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.3% |
| 7D | -3.8% | -9.4% | +5.6% | -0.9% |
| 30D | -2.0% | -6.9% | +4.9% | +0.1% |
| 3M | -10.2% | +0.1% | -10.3% | -10.8% |
| 6M | -39.4% | -17.3% | -22.1% | -36.3% |
| YTD | -40.8% | -21.8% | -19.0% | -37.0% |
| 1Y | -50.1% | -32.5% | -17.6% | -44.5% |
| All | -59.0% | -12.7% | -46.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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