-61.4%
ZTS vs EXC
+47.1%
-108.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.2% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +1.9% | -3.7% | +5.6% | +3.3% |
| 3M | -4.0% | -1.3% | -2.7% | -3.8% |
| 6M | -39.1% | -9.7% | -29.4% | -36.9% |
| YTD | -38.8% | +2.9% | -41.7% | -39.8% |
| 1Y | -49.6% | +4.4% | -54.0% | -50.8% |
| 3Y | -59.0% | +22.2% | -81.2% | -63.1% |
| All | -61.4% | +47.1% | -108.5% | -67.3% |
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