+174.6%
ZTS vs EXC
+221.1%
-46.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -4.0% | -1.3% | -2.7% | -3.7% |
| 6M | -39.1% | -9.7% | -29.4% | -36.9% |
| YTD | -38.8% | +2.9% | -41.7% | -39.7% |
| 1Y | -49.6% | +4.4% | -54.0% | -50.7% |
| 3Y | -59.0% | +22.2% | -81.2% | -62.6% |
| 5Y | -61.8% | +46.7% | -108.5% | -67.6% |
| 10Y | +61.4% | +155.3% | -93.9% | +16.0% |
| All | +174.6% | +221.1% | -46.5% | +83.4% |
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 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