+248.8%
XLF vs ZTS
+58.7%
+190.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -3.7% | +2.3% | -0.1% |
| 30D | -1.2% | -0.8% | -0.4% | -1.0% |
| 3M | +9.2% | -9.7% | +18.9% | +12.8% |
| 6M | +16.3% | -38.4% | +54.7% | +37.0% |
| YTD | +5.4% | -41.1% | +46.5% | +26.3% |
| 1Y | +7.6% | -50.6% | +58.2% | +37.5% |
| 3Y | +74.2% | -59.1% | +133.3% | +135.5% |
| 5Y | +66.1% | -62.7% | +128.8% | +128.6% |
| All | +248.8% | +58.7% | +190.1% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling