+224.9%
XLP vs ZTS
+170.4%
+54.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.0% | -2.0% | +1.0% | -0.5% |
| 30D | -0.9% | +1.9% | -2.8% | -1.5% |
| 3M | +3.8% | -4.0% | +7.8% | +4.6% |
| 6M | -1.7% | -39.1% | +37.4% | +9.8% |
| YTD | +10.3% | -38.8% | +49.1% | +22.9% |
| 1Y | +7.8% | -49.6% | +57.4% | +25.9% |
| 3Y | +27.2% | -59.0% | +86.2% | +54.8% |
| 5Y | +32.5% | -61.8% | +94.3% | +61.7% |
| 10Y | +101.8% | +61.4% | +40.3% | +75.1% |
| All | +224.9% | +170.4% | +54.6% | +155.4% |
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