+148.7%
XLK vs ZTS
-63.0%
+211.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.2% | -3.7% | +4.0% | +1.3% |
| 30D | -0.6% | -0.8% | +0.1% | -0.6% |
| 3M | +2.6% | -9.7% | +12.3% | +5.1% |
| 6M | +34.0% | -38.4% | +72.4% | +54.8% |
| YTD | +30.7% | -41.1% | +71.8% | +53.4% |
| 1Y | +39.2% | -50.6% | +89.8% | +75.0% |
| 3Y | +120.4% | -59.1% | +179.6% | +192.7% |
| All | +148.7% | -63.0% | +211.7% | +234.5% |
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