+77.0%
ZTS vs EXPE
+112.4%
-35.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.6% |
| 7D | -0.6% | -11.2% | +10.6% | +1.8% |
| 30D | +11.0% | -7.5% | +18.4% | +12.7% |
| 3M | +10.9% | -19.1% | +30.0% | +15.4% |
| 6M | +0.9% | +10.7% | -9.8% | -1.5% |
| YTD | -33.0% | -9.9% | -23.1% | -32.7% |
| 1Y | -29.6% | -4.6% | -25.0% | -30.2% |
| 3Y | -49.0% | +116.8% | -165.8% | -58.5% |
| 5Y | -59.5% | +38.6% | -98.1% | -65.5% |
| 10Y | +77.0% | +115.9% | -38.8% | +15.8% |
| All | +77.0% | +112.4% | -35.4% | +15.8% |
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