-59.1%
ZTS vs QXO
-47.1%
-12.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.7% | -7.8% | +4.0% | -3.6% |
| 30D | -0.8% | -18.1% | +17.3% | -0.5% |
| 3M | -9.7% | -25.8% | +16.0% | -9.4% |
| 6M | -38.4% | -41.7% | +3.3% | -38.0% |
| YTD | -41.1% | -36.2% | -4.9% | -40.8% |
| 1Y | -50.6% | -42.1% | -8.5% | -50.3% |
| 3Y | -59.1% | -46.2% | -13.0% | -60.7% |
| All | -59.1% | -47.1% | -12.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 3y: compounded portfolio wealth divided by compounded QXO 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…
3y analysis · Full analysis span regression · 6 months rolling