+200.2%
ZTS vs EXC
+235.9%
-35.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.4% |
| 30D | +10.8% | +9.3% | +1.5% | +7.2% |
| 3M | +14.1% | +1.0% | +13.0% | +13.5% |
| 6M | +0.8% | +5.9% | -5.2% | -1.6% |
| YTD | -33.1% | +7.6% | -40.7% | -35.2% |
| 1Y | -30.0% | +2.4% | -32.4% | -31.0% |
| 3Y | -49.5% | +30.2% | -79.8% | -55.1% |
| 5Y | -60.2% | +41.4% | -101.6% | -65.8% |
| 10Y | +77.0% | +183.8% | -106.7% | +24.2% |
| All | +200.2% | +235.9% | -35.7% | +97.1% |
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