-5.8%
XLC vs ZTS
-26.9%
+21.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +2.6% |
| 7D | +1.8% | +15.4% | -13.7% | +0.1% |
| 30D | -6.0% | +25.8% | -31.7% | -8.5% |
| 3M | -6.0% | +18.1% | -24.1% | -8.0% |
| 6M | -9.1% | -19.7% | +10.7% | -7.9% |
| YTD | -10.0% | -27.5% | +17.5% | -7.0% |
| 1Y | -5.8% | -26.7% | +20.9% | -2.7% |
| All | -5.8% | -26.9% | +21.1% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling