+87.8%
ZTS vs EXPE
+123.5%
-35.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +5.6% | -0.5% | +6.1% | +5.7% |
| 30D | +12.1% | -6.1% | +18.2% | +13.5% |
| 3M | +11.3% | -21.3% | +32.6% | +16.3% |
| 6M | +14.3% | +19.0% | -4.7% | +9.9% |
| YTD | -31.9% | -8.4% | -23.5% | -31.8% |
| 1Y | -29.3% | -2.8% | -26.5% | -30.1% |
| 3Y | -48.0% | +120.8% | -168.8% | -57.9% |
| 5Y | -58.9% | +46.2% | -105.1% | -65.3% |
| All | +87.8% | +123.5% | -35.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling