+419.9%
XLF vs ZTS
+170.4%
+249.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | 0.0% | -2.0% | +2.0% | +0.7% |
| 30D | +0.2% | +1.9% | -1.7% | -0.8% |
| 3M | +11.7% | -4.0% | +15.7% | +12.7% |
| 6M | +13.8% | -39.1% | +52.9% | +33.4% |
| YTD | +7.0% | -38.8% | +45.8% | +25.0% |
| 1Y | +9.1% | -49.6% | +58.7% | +36.2% |
| 3Y | +75.6% | -59.0% | +134.6% | +132.6% |
| 5Y | +66.4% | -61.8% | +128.2% | +121.7% |
| 10Y | +250.3% | +61.4% | +188.8% | +178.6% |
| All | +419.9% | +170.4% | +249.6% | +255.0% |
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