+77.0%
ZTS vs EXPD
+329.8%
-252.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.6% | -7.4% | +6.8% | +2.3% |
| 30D | +11.0% | -2.1% | +13.1% | +11.8% |
| 3M | +10.9% | +5.7% | +5.2% | +8.4% |
| 6M | +0.9% | +21.4% | -20.4% | -6.9% |
| YTD | -33.0% | +27.6% | -60.6% | -40.2% |
| 1Y | -29.6% | +36.1% | -65.7% | -38.9% |
| 3Y | -49.0% | +69.9% | -118.9% | -61.1% |
| 5Y | -59.5% | +59.7% | -119.2% | -68.9% |
| 10Y | +77.0% | +323.0% | -246.0% | -8.2% |
| All | +77.0% | +329.8% | -252.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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