+200.2%
ZTS vs XLB
+255.9%
-55.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.4% |
| 7D | -1.0% | -1.4% | +0.3% | +0.1% |
| 30D | +10.8% | +7.1% | +3.7% | +6.3% |
| 3M | +14.1% | +0.6% | +13.4% | +14.0% |
| 6M | +0.8% | +3.5% | -2.7% | -1.7% |
| YTD | -33.1% | +18.2% | -51.3% | -40.1% |
| 1Y | -30.0% | +25.6% | -55.6% | -39.7% |
| 3Y | -49.5% | +46.7% | -96.2% | -61.0% |
| 5Y | -60.2% | +30.9% | -91.1% | -67.1% |
| 10Y | +77.0% | +167.7% | -90.7% | -11.0% |
| All | +200.2% | +255.9% | -55.7% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling