+77.0%
ZTS vs XLB
+166.1%
-89.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +11.0% | +6.9% | +4.1% | +6.4% |
| 3M | +10.9% | -0.2% | +11.1% | +11.4% |
| 6M | +0.9% | +3.3% | -2.4% | -1.5% |
| YTD | -33.0% | +18.0% | -51.0% | -40.2% |
| 1Y | -29.6% | +24.2% | -53.8% | -39.3% |
| 3Y | -49.0% | +44.7% | -93.8% | -60.7% |
| 5Y | -59.5% | +31.6% | -91.1% | -66.9% |
| 10Y | +77.0% | +164.2% | -87.2% | -14.1% |
| All | +77.0% | +166.1% | -89.0% | -14.1% |
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