-61.4%
ZTS vs EXPD
+61.6%
-123.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.0% | -1.1% | -0.8% | -1.7% |
| 30D | +1.9% | +4.1% | -2.2% | +0.7% |
| 3M | -4.0% | +17.9% | -21.9% | -8.7% |
| 6M | -39.1% | +29.2% | -68.4% | -43.9% |
| YTD | -38.8% | +27.4% | -66.2% | -43.7% |
| 1Y | -49.6% | +56.8% | -106.4% | -57.3% |
| 3Y | -59.0% | +68.0% | -127.0% | -66.8% |
| All | -61.4% | +61.6% | -123.0% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling