-29.3%
ZTS vs XLB
+20.6%
-49.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +5.6% | +0.5% | +5.0% | +5.1% |
| 30D | +12.1% | +5.2% | +6.9% | +9.1% |
| 3M | +11.3% | +0.3% | +11.0% | +11.4% |
| 6M | +14.3% | +1.2% | +13.1% | +13.8% |
| YTD | -31.9% | +16.6% | -48.5% | -39.1% |
| 1Y | -29.3% | +21.4% | -50.7% | -39.6% |
| All | -29.3% | +20.6% | -49.9% | -39.6% |
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