+169.4%
XLV vs ZTS
+58.7%
+110.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.6% | -3.7% | +0.2% | -2.1% |
| 30D | -1.8% | -0.8% | -1.1% | -1.6% |
| 3M | +7.8% | -9.7% | +17.5% | +11.6% |
| 6M | +9.1% | -38.4% | +47.5% | +29.4% |
| YTD | +7.7% | -41.1% | +48.8% | +29.9% |
| 1Y | +20.4% | -50.6% | +71.0% | +55.5% |
| 3Y | +30.8% | -59.1% | +89.9% | +79.3% |
| 5Y | +34.6% | -62.7% | +97.3% | +89.1% |
| All | +169.4% | +58.7% | +110.7% | +104.1% |
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