-29.6%
ZTS vs EXPD
+39.4%
-69.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.6% | -7.4% | +6.8% | 0.0% |
| 30D | +11.0% | -2.1% | +13.1% | +11.1% |
| 3M | +10.9% | +5.7% | +5.2% | +10.3% |
| 6M | +0.9% | +21.4% | -20.4% | -1.3% |
| YTD | -33.0% | +27.6% | -60.6% | -35.9% |
| 1Y | -29.6% | +36.1% | -65.7% | -35.5% |
| All | -29.6% | +39.4% | -69.0% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling