+166.9%
XLE vs ZTS
-58.9%
+225.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.8% |
| 7D | +5.4% | +5.6% | -0.1% | +4.7% |
| 30D | -3.9% | +12.1% | -16.0% | -5.7% |
| 3M | +7.0% | +11.3% | -4.3% | +5.1% |
| 6M | +14.2% | +14.3% | -0.1% | +11.5% |
| YTD | +48.2% | -31.9% | +80.1% | +56.2% |
| 1Y | +47.7% | -29.3% | +76.9% | +54.5% |
| 3Y | +70.0% | -48.0% | +118.1% | +85.8% |
| All | +166.9% | -58.9% | +225.9% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling