+85.9%
ZTS vs EXC
+201.2%
-115.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +1.0% | -1.9% | +3.0% | +1.9% |
| 30D | +12.4% | +7.8% | +4.6% | +8.7% |
| 3M | +13.6% | +1.9% | +11.7% | +12.5% |
| 6M | +9.3% | +3.4% | +5.9% | +7.4% |
| YTD | -32.6% | +7.6% | -40.2% | -35.2% |
| 1Y | -30.0% | +2.1% | -32.1% | -31.2% |
| 3Y | -48.7% | +29.6% | -78.3% | -55.6% |
| 5Y | -59.3% | +39.5% | -98.8% | -66.3% |
| All | +85.9% | +201.2% | -115.4% | +15.4% |
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