+55.7%
ZTS vs XEL
+151.6%
-95.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | -0.3% | -3.5% | -3.7% |
| 30D | -0.8% | -3.9% | +3.2% | +0.8% |
| 3M | -9.7% | -2.8% | -6.9% | -8.9% |
| 6M | -38.4% | -5.4% | -33.0% | -37.3% |
| YTD | -41.1% | +3.8% | -44.8% | -42.4% |
| 1Y | -50.6% | +6.8% | -57.5% | -52.5% |
| 3Y | -59.1% | +45.6% | -104.7% | -66.3% |
| 5Y | -62.7% | +30.7% | -93.4% | -68.0% |
| All | +55.7% | +151.6% | -95.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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