+174.6%
ZTS vs XLB
+250.9%
-76.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.0% | -1.4% | -0.6% | -1.1% |
| 30D | +1.9% | -0.4% | +2.3% | +2.1% |
| 3M | -4.0% | +2.0% | -6.0% | -5.5% |
| 6M | -39.1% | +1.8% | -41.0% | -40.0% |
| YTD | -38.8% | +16.6% | -55.4% | -44.8% |
| 1Y | -49.6% | +16.9% | -66.5% | -54.7% |
| 3Y | -59.0% | +32.6% | -91.5% | -66.2% |
| 5Y | -61.8% | +35.6% | -97.4% | -69.2% |
| 10Y | +61.4% | +160.0% | -98.6% | -17.7% |
| All | +174.6% | +250.9% | -76.3% | +20.2% |
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 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