+124.6%
XLP vs ZTS
+72.0%
+52.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.4% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +10.3% | +11.7% | -1.5% | +6.8% |
| 3M | +6.5% | +3.5% | +3.1% | +5.2% |
| 6M | +8.4% | -27.6% | +36.0% | +16.5% |
| YTD | +18.2% | -35.5% | +53.7% | +31.0% |
| 1Y | +22.4% | -32.1% | +54.5% | +33.5% |
| 3Y | +41.9% | -49.1% | +91.0% | +64.8% |
| 5Y | +40.9% | -61.0% | +101.9% | +75.7% |
| All | +124.6% | +72.0% | +52.5% | +86.9% |
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