+174.6%
ZTS vs EXPD
+419.3%
-244.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.0% | -1.1% | -0.8% | -1.6% |
| 30D | +1.9% | +4.1% | -2.2% | +0.4% |
| 3M | -4.0% | +17.9% | -21.9% | -9.9% |
| 6M | -39.1% | +29.2% | -68.4% | -45.1% |
| YTD | -38.8% | +27.4% | -66.2% | -44.9% |
| 1Y | -49.6% | +56.8% | -106.4% | -58.7% |
| 3Y | -59.0% | +68.0% | -127.0% | -67.8% |
| 5Y | -61.8% | +61.9% | -123.6% | -70.2% |
| 10Y | +61.4% | +316.0% | -254.6% | -13.1% |
| All | +174.6% | +419.3% | -244.7% | +41.0% |
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