+80.9%
XLI vs ZTS
-63.0%
+143.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.6% | -3.8% | +3.2% | +0.4% |
| 30D | -6.9% | -2.0% | -4.9% | -6.6% |
| 3M | -1.9% | -10.2% | +8.3% | +0.5% |
| 6M | +1.0% | -39.4% | +40.4% | +14.7% |
| YTD | +11.3% | -40.8% | +52.2% | +27.2% |
| 1Y | +15.8% | -50.1% | +65.9% | +38.9% |
| 3Y | +69.8% | -58.9% | +128.7% | +113.1% |
| 5Y | +80.9% | -62.4% | +143.2% | +123.8% |
| All | +80.9% | -63.0% | +143.9% | +123.8% |
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