-58.7%
ZTS vs EXPD
+60.9%
-119.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +5.6% | +5.5% | 0.0% | +4.0% |
| 30D | +12.1% | -0.8% | +12.9% | +12.3% |
| 3M | +11.3% | +4.1% | +7.1% | +9.9% |
| 6M | +14.3% | +25.7% | -11.4% | +6.5% |
| YTD | -31.9% | +31.4% | -63.3% | -38.0% |
| 1Y | -29.3% | +42.2% | -71.4% | -37.4% |
| 3Y | -48.0% | +77.2% | -125.2% | -58.9% |
| All | -58.7% | +60.9% | -119.6% | -66.8% |
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