+87.8%
ZTS vs XLB
+163.6%
-75.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +5.6% | +0.5% | +5.0% | +5.2% |
| 30D | +12.1% | +5.2% | +6.9% | +8.7% |
| 3M | +11.3% | +0.3% | +11.0% | +11.4% |
| 6M | +14.3% | +1.2% | +13.1% | +13.2% |
| YTD | -31.9% | +16.6% | -48.5% | -38.7% |
| 1Y | -29.3% | +21.4% | -50.7% | -38.0% |
| 3Y | -48.0% | +43.2% | -91.3% | -59.6% |
| 5Y | -58.9% | +28.0% | -86.9% | -65.8% |
| All | +87.8% | +163.6% | -75.8% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling