+15.6%
XLE vs ZTS
-39.1%
+54.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.9% |
| 7D | +2.2% | -2.0% | +4.2% | +2.2% |
| 30D | +11.8% | +1.9% | +9.9% | +11.7% |
| 3M | +9.8% | -4.0% | +13.8% | +9.6% |
| 6M | +15.6% | -39.1% | +54.7% | +12.9% |
| All | +15.6% | -39.1% | +54.7% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling