+189.6%
ZTS vs EXPD
+407.8%
-218.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.5% |
| 7D | -0.4% | -7.2% | +6.8% | +2.3% |
| 30D | +11.7% | -3.3% | +15.0% | +13.0% |
| 3M | +3.5% | +3.4% | +0.1% | +2.0% |
| 6M | -27.6% | +22.7% | -50.3% | -33.3% |
| YTD | -35.5% | +24.5% | -60.0% | -41.5% |
| 1Y | -32.1% | +38.6% | -70.7% | -41.0% |
| 3Y | -49.1% | +71.5% | -120.6% | -60.5% |
| 5Y | -61.0% | +56.2% | -117.3% | -69.2% |
| 10Y | +74.4% | +310.5% | -236.1% | -5.7% |
| All | +189.6% | +407.8% | -218.2% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling