-48.0%
ZTS vs EXE
+21.0%
-69.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +5.6% | +5.3% | +0.2% | +5.4% |
| 30D | +12.1% | -2.2% | +14.3% | +12.1% |
| 3M | +11.3% | -5.9% | +17.2% | +11.5% |
| 6M | +14.3% | -5.7% | +20.0% | +14.6% |
| YTD | -31.9% | -17.8% | -14.0% | -31.3% |
| 1Y | -29.3% | -23.1% | -6.1% | -28.3% |
| 3Y | -48.0% | +21.2% | -69.2% | -49.0% |
| All | -48.0% | +21.0% | -69.0% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling