+71.5%
XLI vs ZTS
-48.0%
+119.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +3.8% | +5.6% | -1.8% | +2.7% |
| 30D | +1.0% | +12.1% | -11.0% | -1.1% |
| 3M | -8.9% | +11.3% | -20.2% | -10.8% |
| 6M | -2.3% | +14.3% | -16.6% | -5.2% |
| YTD | +9.7% | -31.9% | +41.6% | +18.7% |
| 1Y | +12.3% | -29.3% | +41.6% | +20.3% |
| 3Y | +71.5% | -48.0% | +119.5% | +92.9% |
| All | +71.5% | -48.0% | +119.5% | +92.9% |
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