+205.7%
ZTS vs EFX
+266.3%
-60.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +5.6% | -0.8% | +6.3% | +5.9% |
| 30D | +12.1% | +25.1% | -13.0% | +2.8% |
| 3M | +11.3% | +1.7% | +9.6% | +10.0% |
| 6M | +14.3% | +18.4% | -4.1% | +5.8% |
| YTD | -31.9% | -12.5% | -19.4% | -30.0% |
| 1Y | -29.3% | -8.1% | -21.2% | -28.7% |
| 3Y | -48.0% | +4.8% | -52.8% | -52.1% |
| 5Y | -58.9% | -30.1% | -28.8% | -56.7% |
| 10Y | +81.7% | +81.5% | +0.2% | +24.3% |
| All | +205.7% | +266.3% | -60.6% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling