-62.4%
ZTS vs EFX
-36.4%
-25.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.4% |
| 7D | -3.8% | -9.4% | +5.6% | -0.3% |
| 30D | -2.0% | -6.9% | +4.9% | +0.5% |
| 3M | -10.2% | +0.1% | -10.3% | -11.0% |
| 6M | -39.4% | -17.3% | -22.1% | -35.7% |
| YTD | -40.8% | -21.8% | -19.0% | -36.3% |
| 1Y | -50.1% | -32.5% | -17.6% | -43.4% |
| 3Y | -58.9% | -12.3% | -46.5% | -60.0% |
| 5Y | -62.4% | -36.6% | -25.7% | -58.9% |
| All | -62.4% | -36.4% | -25.9% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling