-62.8%
ZTS vs XLB
+35.6%
-98.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.3% |
| 7D | -4.8% | -0.2% | -4.5% | -4.6% |
| 30D | +1.2% | -1.7% | +3.0% | +2.5% |
| 3M | -6.0% | +4.4% | -10.4% | -9.1% |
| 6M | -38.7% | +5.0% | -43.8% | -40.9% |
| YTD | -40.6% | +15.5% | -56.1% | -46.5% |
| 1Y | -50.6% | +14.9% | -65.5% | -55.4% |
| 3Y | -58.7% | +34.5% | -93.3% | -67.1% |
| 5Y | -62.8% | +36.5% | -99.4% | -71.1% |
| All | -62.8% | +35.6% | -98.5% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling