+250.2%
XLI vs ZTS
+58.5%
+191.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -2.3% | -4.5% | +2.2% | -0.6% |
| 30D | -8.2% | -3.3% | -4.9% | -7.2% |
| 3M | +0.8% | -9.7% | +10.5% | +4.0% |
| 6M | +0.8% | -38.8% | +39.7% | +19.3% |
| YTD | +10.5% | -41.2% | +51.7% | +32.7% |
| 1Y | +14.1% | -50.3% | +64.4% | +46.1% |
| 3Y | +68.6% | -59.1% | +127.7% | +129.0% |
| 5Y | +80.4% | -62.8% | +143.2% | +150.4% |
| All | +250.2% | +58.5% | +191.7% | +177.4% |
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 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