+191.6%
XOM vs ZTS
+58.5%
+133.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.9% | -4.5% | +6.4% | +3.0% |
| 30D | +4.1% | -3.3% | +7.4% | +4.8% |
| 3M | +10.4% | -9.7% | +20.2% | +12.8% |
| 6M | +13.0% | -38.8% | +51.9% | +26.1% |
| YTD | +40.1% | -41.2% | +81.2% | +57.8% |
| 1Y | +51.1% | -50.3% | +101.4% | +77.6% |
| 3Y | +57.7% | -59.1% | +116.9% | +92.8% |
| 5Y | +264.7% | -62.8% | +327.5% | +349.5% |
| All | +191.6% | +58.5% | +133.1% | +131.3% |
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 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