+58.8%
ZTS vs EXPE
+153.6%
-94.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.8% | -11.5% | +7.8% | -1.5% |
| 30D | -2.0% | -13.1% | +11.0% | +0.5% |
| 3M | -10.2% | +18.1% | -28.3% | -13.4% |
| 6M | -39.4% | +13.3% | -52.7% | -41.3% |
| YTD | -40.8% | -3.2% | -37.6% | -41.4% |
| 1Y | -50.1% | +26.1% | -76.3% | -53.3% |
| 3Y | -58.9% | +151.7% | -210.6% | -67.6% |
| 5Y | -62.4% | +88.3% | -150.7% | -69.8% |
| 10Y | +58.8% | +158.0% | -99.2% | +4.0% |
| All | +58.8% | +153.6% | -94.8% | +4.0% |
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