+55.7%
ZTS vs SHEL
+214.0%
-158.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -3.7% | +4.1% | -7.9% | -4.6% |
| 30D | -0.8% | +8.4% | -9.2% | -2.6% |
| 3M | -9.7% | +13.7% | -23.4% | -12.4% |
| 6M | -38.4% | +12.7% | -51.1% | -40.1% |
| YTD | -41.1% | +35.3% | -76.4% | -45.1% |
| 1Y | -50.6% | +39.4% | -90.0% | -54.3% |
| 3Y | -59.1% | +71.5% | -130.6% | -64.2% |
| 5Y | -62.7% | +195.0% | -257.7% | -71.6% |
| All | +55.7% | +214.0% | -158.2% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling