+59.3%
XLF vs ZTS
-58.9%
+118.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +2.7% | +5.6% | -2.9% | +1.2% |
| 30D | +7.6% | +12.1% | -4.5% | +4.4% |
| 3M | +1.1% | +11.3% | -10.2% | -1.9% |
| 6M | +15.9% | +14.3% | +1.6% | +11.2% |
| YTD | +8.4% | -31.9% | +40.3% | +18.8% |
| 1Y | +12.5% | -29.3% | +41.8% | +21.7% |
| 3Y | +81.6% | -48.0% | +129.6% | +110.8% |
| All | +59.3% | -58.9% | +118.2% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling