-26.7%
ZTS vs XLB
+29.8%
-56.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.0% | +5.8% |
| 7D | +15.4% | +3.9% | +11.5% | +12.7% |
| 30D | +25.8% | +8.9% | +16.9% | +19.3% |
| 3M | +18.1% | +4.1% | +14.0% | +14.9% |
| 6M | -19.7% | +7.3% | -27.1% | -23.1% |
| YTD | -27.5% | +20.4% | -47.9% | -36.3% |
| 1Y | -26.7% | +29.5% | -56.3% | -40.8% |
| All | -26.7% | +29.8% | -56.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling