+5.8%
XLU vs ZTS
-49.3%
+55.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.8% | -2.0% | +2.8% | +0.9% |
| 30D | -1.3% | +1.9% | -3.2% | -1.5% |
| 3M | -1.3% | -4.0% | +2.7% | -1.2% |
| 6M | -7.6% | -39.1% | +31.5% | -5.1% |
| YTD | +2.3% | -38.8% | +41.1% | +5.2% |
| 1Y | +5.8% | -49.6% | +55.3% | +9.3% |
| All | +5.8% | -49.3% | +55.1% | +9.3% |
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