+139.9%
XLC vs ZTS
-10.2%
+150.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.4% | -3.8% | +2.3% | 0.0% |
| 30D | -0.9% | -2.0% | +1.1% | -0.3% |
| 3M | -0.3% | -10.2% | +9.9% | +3.5% |
| 6M | -5.2% | -39.4% | +34.2% | +13.3% |
| YTD | -5.3% | -40.8% | +35.5% | +14.0% |
| 1Y | -2.8% | -50.1% | +47.3% | +25.2% |
| 3Y | +71.2% | -58.9% | +130.1% | +134.0% |
| 5Y | +37.6% | -62.4% | +99.9% | +92.1% |
| All | +139.9% | -10.2% | +150.1% | +107.9% |
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