-1.5%
XLC vs ZTS
-50.2%
+48.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.7% | -4.5% | +2.8% | -1.2% |
| 30D | +0.2% | -3.3% | +3.5% | +0.5% |
| 3M | +0.7% | -9.7% | +10.4% | +1.6% |
| 6M | -4.5% | -38.8% | +34.4% | -0.2% |
| YTD | -4.7% | -41.2% | +36.5% | 0.0% |
| 1Y | -1.5% | -50.3% | +48.8% | +3.8% |
| All | -1.5% | -50.2% | +48.7% | +3.8% |
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