+451.6%
XLI vs ZTS
+170.4%
+281.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | -2.0% | +0.9% | -0.4% |
| 30D | -5.9% | +1.9% | -7.9% | -6.9% |
| 3M | -0.3% | -4.0% | +3.7% | +0.5% |
| 6M | +0.1% | -39.1% | +39.3% | +17.2% |
| YTD | +13.6% | -38.8% | +52.4% | +32.5% |
| 1Y | +17.2% | -49.6% | +66.8% | +46.1% |
| 3Y | +68.2% | -59.0% | +127.2% | +122.3% |
| 5Y | +80.7% | -61.8% | +142.5% | +140.6% |
| 10Y | +253.3% | +61.4% | +191.8% | +188.9% |
| All | +451.6% | +170.4% | +281.3% | +292.1% |
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