+158.9%
XLE vs ZTS
+185.1%
-26.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.9% |
| 7D | -12.0% | -0.4% | -11.6% | -12.2% |
| 30D | -2.7% | +11.7% | -14.5% | -6.4% |
| 3M | +6.6% | +3.5% | +3.1% | +4.7% |
| 6M | +9.5% | -27.6% | +37.2% | +18.4% |
| YTD | +40.6% | -35.5% | +76.0% | +57.1% |
| 1Y | +43.6% | -32.1% | +75.7% | +57.4% |
| 3Y | +58.1% | -49.1% | +107.2% | +85.8% |
| 5Y | +152.2% | -61.0% | +213.2% | +219.9% |
| 10Y | +172.9% | +74.4% | +98.6% | +103.5% |
| All | +158.9% | +185.1% | -26.1% | +68.1% |
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 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