+252.9%
XLP vs ZTS
+194.8%
+58.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.9% | +7.2% | +1.2% |
| 7D | +3.5% | +4.9% | -1.4% | +2.1% |
| 30D | +11.6% | +15.9% | -4.3% | +7.4% |
| 3M | +7.6% | +11.1% | -3.5% | +4.5% |
| 6M | +10.0% | -26.0% | +36.1% | +16.9% |
| YTD | +19.7% | -33.3% | +53.0% | +30.4% |
| 1Y | +23.5% | -30.3% | +53.8% | +32.8% |
| 3Y | +44.0% | -47.0% | +91.0% | +63.5% |
| 5Y | +42.7% | -59.7% | +102.4% | +71.9% |
| 10Y | +131.3% | +80.3% | +51.0% | +95.4% |
| All | +252.9% | +194.8% | +58.1% | +171.0% |
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