+164.3%
ZTS vs QXO
+83.2%
+81.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.7% | -7.8% | +4.0% | -3.7% |
| 30D | -0.8% | -18.1% | +17.3% | -0.7% |
| 3M | -9.7% | -25.8% | +16.0% | -9.6% |
| 6M | -38.4% | -41.7% | +3.3% | -38.3% |
| YTD | -41.1% | -36.2% | -4.9% | -41.0% |
| 1Y | -50.6% | -42.1% | -8.5% | -50.5% |
| 3Y | -59.1% | -46.2% | -13.0% | -59.4% |
| 5Y | -62.7% | -70.7% | +8.0% | -62.9% |
| 10Y | +58.1% | +36.5% | +21.6% | +57.5% |
| All | +164.3% | +83.2% | +81.2% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling