+174.6%
ZTS vs XEL
+320.7%
-146.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.0% | -1.0% | -1.0% | -1.6% |
| 30D | +1.9% | -1.9% | +3.8% | +2.5% |
| 3M | -4.0% | -1.9% | -2.1% | -3.5% |
| 6M | -39.1% | -7.4% | -31.7% | -37.6% |
| YTD | -38.8% | +4.1% | -42.9% | -40.1% |
| 1Y | -49.6% | +8.0% | -57.6% | -51.5% |
| 3Y | -59.0% | +48.4% | -107.4% | -65.8% |
| 5Y | -61.8% | +27.2% | -89.0% | -66.3% |
| 10Y | +61.4% | +146.8% | -85.4% | +19.0% |
| All | +174.6% | +320.7% | -146.1% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling