-61.2%
ZTS vs EXC
+41.2%
-102.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.5% |
| 7D | -0.4% | -1.2% | +0.8% | +0.1% |
| 30D | +11.7% | +10.0% | +1.8% | +7.7% |
| 3M | +3.5% | +1.6% | +1.8% | +2.6% |
| 6M | -27.6% | +3.3% | -30.9% | -28.6% |
| YTD | -35.5% | +7.6% | -43.0% | -37.6% |
| 1Y | -32.1% | +3.5% | -35.6% | -33.4% |
| 3Y | -49.1% | +27.7% | -76.7% | -54.9% |
| All | -61.2% | +41.2% | -102.4% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling