+1,398.6%
XLK vs ZTS
+161.4%
+1,237.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.3% | -3.8% | +6.1% | +3.9% |
| 30D | +0.8% | -2.0% | +2.9% | +1.3% |
| 3M | +4.1% | -10.2% | +14.2% | +7.6% |
| 6M | +34.8% | -39.4% | +74.2% | +61.6% |
| YTD | +30.8% | -40.8% | +71.6% | +58.2% |
| 1Y | +42.4% | -50.1% | +92.5% | +84.9% |
| 3Y | +121.8% | -58.9% | +180.7% | +205.8% |
| 5Y | +146.6% | -62.4% | +209.0% | +249.6% |
| 10Y | +804.3% | +58.8% | +745.4% | +644.6% |
| All | +1,398.6% | +161.4% | +1,237.2% | +984.5% |
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 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