-62.8%
ZTS vs SHEL
+190.7%
-253.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -4.5% | +3.9% | -8.4% | -5.2% |
| 30D | -3.3% | +7.0% | -10.3% | -4.5% |
| 3M | -9.7% | +12.5% | -22.2% | -11.7% |
| 6M | -38.8% | +14.8% | -53.6% | -40.4% |
| YTD | -41.2% | +34.2% | -75.4% | -44.2% |
| 1Y | -50.3% | +37.0% | -87.3% | -53.1% |
| 3Y | -59.1% | +70.9% | -130.0% | -63.0% |
| 5Y | -62.8% | +192.5% | -255.3% | -67.0% |
| All | -62.8% | +190.7% | -253.5% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling