+56.2%
ZTS vs EXC
+154.0%
-97.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -4.8% | +1.2% | -6.0% | -5.3% |
| 30D | +1.2% | -2.7% | +4.0% | +2.3% |
| 3M | -6.0% | -1.0% | -5.1% | -5.9% |
| 6M | -38.7% | -9.3% | -29.5% | -36.3% |
| YTD | -40.6% | +3.6% | -44.2% | -41.9% |
| 1Y | -50.6% | +5.9% | -56.5% | -52.2% |
| 3Y | -58.7% | +21.3% | -80.0% | -63.0% |
| 5Y | -62.8% | +46.2% | -109.0% | -69.7% |
| 10Y | +56.2% | +151.5% | -95.3% | +6.7% |
| All | +56.2% | +154.0% | -97.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling