+136.8%
XLP vs ZTS
+78.1%
+58.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -7.4% | +6.9% | +1.5% |
| 30D | +8.3% | +9.9% | -1.5% | +5.4% |
| 3M | +8.7% | +10.3% | -1.6% | +5.5% |
| 6M | +11.2% | +9.2% | +2.0% | +7.9% |
| YTD | +20.0% | -32.9% | +52.9% | +31.6% |
| 1Y | +21.3% | -29.7% | +51.1% | +31.1% |
| 3Y | +43.8% | -49.0% | +92.8% | +67.4% |
| 5Y | +43.3% | -59.3% | +102.6% | +76.6% |
| 10Y | +136.8% | +78.9% | +57.8% | +93.6% |
| All | +136.8% | +78.1% | +58.6% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling