-58.7%
ZTS vs EXE
+76.7%
-135.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +5.6% | +5.3% | +0.2% | +5.0% |
| 30D | +12.1% | -2.2% | +14.3% | +12.3% |
| 3M | +11.3% | -5.9% | +17.2% | +11.9% |
| 6M | +14.3% | -5.7% | +20.0% | +14.8% |
| YTD | -31.9% | -17.8% | -14.0% | -30.7% |
| 1Y | -29.3% | -23.1% | -6.1% | -27.4% |
| 3Y | -48.0% | +21.2% | -69.2% | -50.5% |
| All | -58.7% | +76.7% | -135.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling