+22.2%
XLP vs ZTS
-30.1%
+52.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +8.9% | +10.8% | -1.8% | +7.2% |
| 3M | +7.5% | +14.1% | -6.6% | +5.3% |
| 6M | +9.4% | +0.8% | +8.7% | +8.4% |
| YTD | +19.3% | -33.1% | +52.4% | +23.9% |
| All | +22.2% | -30.1% | +52.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling