+189.6%
ZTS vs EXC
+235.7%
-46.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.6% |
| 7D | -0.4% | -1.2% | +0.8% | +0.1% |
| 30D | +11.7% | +10.0% | +1.8% | +7.9% |
| 3M | +3.5% | +1.6% | +1.8% | +2.7% |
| 6M | -27.6% | +3.3% | -30.9% | -28.5% |
| YTD | -35.5% | +7.6% | -43.0% | -37.5% |
| 1Y | -32.1% | +3.5% | -35.6% | -33.3% |
| 3Y | -49.1% | +27.7% | -76.7% | -54.3% |
| 5Y | -61.0% | +41.1% | -102.2% | -66.5% |
| 10Y | +74.4% | +178.2% | -103.8% | +22.6% |
| All | +189.6% | +235.7% | -46.1% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling