-48.0%
ZTS vs XEL
+53.0%
-101.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | +2.4% | +3.1% | +4.9% |
| 30D | +12.1% | +8.3% | +3.8% | +9.9% |
| 3M | +11.3% | +4.2% | +7.1% | +10.0% |
| 6M | +14.3% | +3.7% | +10.6% | +13.1% |
| YTD | -31.9% | +13.1% | -44.9% | -34.3% |
| 1Y | -29.3% | +5.0% | -34.3% | -30.4% |
| 3Y | -48.0% | +55.0% | -103.0% | -54.2% |
| All | -48.0% | +53.0% | -101.1% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling