-51.6%
ZTS vs EXE
+187.5%
-239.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -3.8% | -2.7% | -1.0% | -3.5% |
| 30D | -2.0% | -0.4% | -1.7% | -2.0% |
| 3M | -10.2% | +9.5% | -19.7% | -11.0% |
| 6M | -39.4% | -9.3% | -30.1% | -38.9% |
| YTD | -40.8% | -10.9% | -29.9% | -40.3% |
| 1Y | -50.1% | +4.3% | -54.4% | -50.6% |
| 3Y | -58.9% | +18.8% | -77.7% | -60.1% |
| 5Y | -62.4% | +101.4% | -163.8% | -63.4% |
| All | -51.6% | +187.5% | -239.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling