+87.8%
ZTS vs SHEL
+223.0%
-135.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +5.6% | +0.8% | +4.8% | +5.4% |
| 30D | +12.1% | -3.6% | +15.7% | +12.9% |
| 3M | +11.3% | +12.0% | -0.8% | +8.3% |
| 6M | +14.3% | +19.7% | -5.4% | +9.5% |
| YTD | -31.9% | +39.6% | -71.5% | -37.1% |
| 1Y | -29.3% | +36.4% | -65.7% | -34.3% |
| 3Y | -48.0% | +70.2% | -118.2% | -54.4% |
| 5Y | -58.9% | +169.2% | -228.1% | -68.0% |
| All | +87.8% | +223.0% | -135.3% | +44.7% |
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 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