-49.9%
ZTS vs EXE
+191.4%
-241.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +1.9% | +8.5% | -6.5% | +1.2% |
| 3M | -4.0% | +5.5% | -9.5% | -4.5% |
| 6M | -39.1% | -5.9% | -33.2% | -38.9% |
| YTD | -38.8% | -9.7% | -29.1% | -38.4% |
| 1Y | -49.6% | +3.6% | -53.1% | -50.0% |
| 3Y | -59.0% | +18.0% | -77.0% | -60.2% |
| 5Y | -61.8% | +109.4% | -171.2% | -62.8% |
| All | -49.9% | +191.4% | -241.3% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling