+417.5%
XLY vs ZTS
+159.8%
+257.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.9% | -4.5% | +0.6% | -2.2% |
| 30D | -6.1% | -3.3% | -2.8% | -5.0% |
| 3M | -1.2% | -9.7% | +8.6% | +2.3% |
| 6M | -1.8% | -38.8% | +37.1% | +16.6% |
| YTD | -5.9% | -41.2% | +35.3% | +13.4% |
| 1Y | -3.1% | -50.3% | +47.2% | +24.4% |
| 3Y | +36.0% | -59.1% | +95.1% | +85.3% |
| 5Y | +27.6% | -62.8% | +90.3% | +77.8% |
| 10Y | +216.8% | +57.8% | +158.9% | +168.6% |
| All | +417.5% | +159.8% | +257.7% | +275.6% |
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