+167.6%
XLE vs ZTS
+170.4%
-2.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | +2.2% | -2.0% | +4.2% | +2.8% |
| 30D | +11.8% | +1.9% | +9.9% | +10.9% |
| 3M | +9.8% | -4.0% | +13.8% | +10.6% |
| 6M | +15.6% | -39.1% | +54.7% | +32.4% |
| YTD | +45.3% | -38.8% | +84.1% | +65.9% |
| 1Y | +48.3% | -49.6% | +97.9% | +79.6% |
| 3Y | +55.4% | -59.0% | +114.4% | +98.0% |
| 5Y | +216.1% | -61.8% | +277.9% | +303.0% |
| 10Y | +178.4% | +61.4% | +117.0% | +113.4% |
| All | +167.6% | +170.4% | -2.7% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling