-29.6%
ZTS vs XLB
+24.6%
-54.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | +11.0% | +6.9% | +4.1% | +6.8% |
| 3M | +10.9% | -0.2% | +11.1% | +11.2% |
| 6M | +0.9% | +3.3% | -2.4% | -1.3% |
| YTD | -33.0% | +18.0% | -51.0% | -40.5% |
| 1Y | -29.6% | +24.2% | -53.8% | -41.2% |
| All | -29.6% | +24.6% | -54.2% | -41.2% |
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