+142.5%
XLC vs ZTS
-7.2%
+149.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -0.8% | -2.0% | +1.1% | -0.1% |
| 30D | +1.0% | +1.9% | -0.9% | 0.0% |
| 3M | -0.7% | -4.0% | +3.3% | +0.4% |
| 6M | -5.1% | -39.1% | +34.0% | +13.3% |
| YTD | -4.3% | -38.8% | +34.5% | +13.8% |
| 1Y | -0.6% | -49.6% | +49.0% | +27.8% |
| 3Y | +72.7% | -59.0% | +131.7% | +137.4% |
| 5Y | +38.0% | -61.8% | +99.8% | +92.0% |
| All | +142.5% | -7.2% | +149.6% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling