+135.9%
XLU vs ZTS
+58.7%
+77.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.5% |
| 30D | -3.3% | -0.8% | -2.5% | -3.3% |
| 3M | -3.2% | -9.7% | +6.6% | -0.7% |
| 6M | -7.0% | -38.4% | +31.4% | +5.6% |
| YTD | +0.6% | -41.1% | +41.7% | +15.6% |
| 1Y | +2.4% | -50.6% | +53.1% | +23.9% |
| 3Y | +46.3% | -59.1% | +105.4% | +85.2% |
| 5Y | +44.0% | -62.7% | +106.7% | +84.7% |
| All | +135.9% | +58.7% | +77.2% | +122.2% |
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