-49.6%
ZTS vs SHEL
+32.9%
-82.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.0% | +2.2% | -4.2% | -2.5% |
| 30D | +1.9% | +6.8% | -4.9% | +0.5% |
| 3M | -4.0% | +8.1% | -12.1% | -5.6% |
| 6M | -39.1% | +14.4% | -53.5% | -40.8% |
| YTD | -38.8% | +30.0% | -68.8% | -41.4% |
| 1Y | -49.6% | +33.3% | -82.9% | -51.7% |
| All | -49.6% | +32.9% | -82.5% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling