+73.0%
XLF vs ZTS
-59.2%
+132.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.9% | -4.5% | +1.6% | -2.1% |
| 30D | -1.6% | -3.3% | +1.7% | -1.1% |
| 3M | +9.3% | -9.7% | +19.0% | +11.1% |
| 6M | +14.6% | -38.8% | +53.4% | +25.0% |
| YTD | +4.7% | -41.2% | +45.9% | +15.2% |
| 1Y | +8.6% | -50.3% | +58.9% | +23.6% |
| All | +73.0% | -59.2% | +132.3% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling