+264.4%
XLU vs ZTS
+161.4%
+103.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +0.6% | -3.8% | +4.4% | +1.6% |
| 30D | -0.4% | -2.0% | +1.6% | -0.1% |
| 3M | -1.7% | -10.2% | +8.5% | +0.5% |
| 6M | -7.1% | -39.4% | +32.3% | +3.9% |
| YTD | +1.9% | -40.8% | +42.8% | +14.6% |
| 1Y | +6.1% | -50.1% | +56.2% | +24.3% |
| 3Y | +48.8% | -58.9% | +107.6% | +81.2% |
| 5Y | +43.8% | -62.4% | +106.2% | +76.4% |
| 10Y | +143.2% | +58.8% | +84.4% | +129.0% |
| All | +264.4% | +161.4% | +103.0% | +220.7% |
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