+149.7%
XBI vs ZTS
+58.7%
+91.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -4.6% | -3.7% | -0.9% | -2.9% |
| 30D | -2.0% | -0.8% | -1.2% | -1.8% |
| 3M | +17.8% | -9.7% | +27.5% | +22.6% |
| 6M | +23.7% | -38.4% | +62.1% | +53.8% |
| YTD | +28.2% | -41.1% | +69.3% | +62.6% |
| 1Y | +64.0% | -50.6% | +114.6% | +127.2% |
| 3Y | +99.4% | -59.1% | +158.5% | +200.1% |
| 5Y | +19.3% | -62.7% | +82.0% | +86.2% |
| All | +149.7% | +58.7% | +91.0% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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