+174.6%
ZTS vs EXPE
+390.9%
-216.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.0% | -9.5% | +7.6% | -0.2% |
| 30D | +1.9% | -6.6% | +8.5% | +3.0% |
| 3M | -4.0% | +31.4% | -35.4% | -9.1% |
| 6M | -39.1% | +35.2% | -74.3% | -43.0% |
| YTD | -38.8% | +5.8% | -44.6% | -40.3% |
| 1Y | -49.6% | +38.7% | -88.2% | -53.5% |
| 3Y | -59.0% | +175.8% | -234.8% | -67.8% |
| 5Y | -61.8% | +111.8% | -173.6% | -69.6% |
| 10Y | +61.4% | +179.7% | -118.3% | +11.5% |
| All | +174.6% | +390.9% | -216.3% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling