+170.7%
XLE vs ZTS
+54.3%
+116.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.0% |
| 7D | 0.0% | -4.8% | +4.8% | +1.5% |
| 30D | +12.6% | +1.2% | +11.4% | +12.0% |
| 3M | +11.8% | -6.0% | +17.9% | +13.4% |
| 6M | +16.1% | -38.7% | +54.8% | +33.1% |
| YTD | +46.9% | -40.6% | +87.5% | +70.1% |
| 1Y | +53.3% | -50.6% | +103.8% | +88.3% |
| 3Y | +54.9% | -58.7% | +113.7% | +98.7% |
| 5Y | +225.7% | -62.8% | +288.5% | +325.3% |
| 10Y | +170.7% | +56.2% | +114.5% | +112.5% |
| All | +170.7% | +54.3% | +116.3% | +112.5% |
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