+42.4%
XLE vs ZTS
-29.4%
+71.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | -0.2% | -7.4% | +7.2% | -0.2% |
| 30D | -4.0% | +9.9% | -13.9% | -4.2% |
| 3M | +4.6% | +10.3% | -5.7% | +4.4% |
| 6M | +12.3% | +9.2% | +3.1% | +11.9% |
| YTD | +44.5% | -32.9% | +77.4% | +47.1% |
| 1Y | +42.4% | -29.7% | +72.1% | +45.1% |
| All | +42.4% | -29.4% | +71.9% | +45.1% |
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