+153.3%
XOP vs ZS
-38.5%
+191.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.6% | -3.1% | +5.7% | +3.0% |
| 30D | +9.6% | -7.2% | +16.8% | +10.4% |
| 3M | +20.4% | +30.5% | -10.1% | +15.9% |
| 6M | +19.9% | +7.0% | +12.9% | +16.5% |
| YTD | +56.4% | -26.8% | +83.2% | +59.4% |
| 1Y | +52.4% | -42.6% | +95.0% | +60.5% |
| 3Y | +39.9% | -0.3% | +40.2% | +32.9% |
| All | +153.3% | -38.5% | +191.8% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 5y: compounded portfolio wealth divided by compounded ZS 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…
5y analysis · Full analysis span regression · 6 months rolling