+58.1%
XLE vs ZTS
-51.2%
+109.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | -12.0% | -0.4% | -11.6% | -12.0% |
| 30D | -2.7% | +11.7% | -14.5% | -4.0% |
| 3M | +6.6% | +3.5% | +3.1% | +5.9% |
| 6M | +9.5% | -27.6% | +37.2% | +13.4% |
| YTD | +40.6% | -35.5% | +76.0% | +47.8% |
| 1Y | +43.6% | -32.1% | +75.7% | +49.5% |
| 3Y | +58.1% | -49.1% | +107.2% | +80.5% |
| All | +58.1% | -51.2% | +109.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling