+85.5%
ZTS vs XLRE
+107.7%
-22.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | -4.5% | -2.7% | -1.8% | -2.7% |
| 30D | -3.3% | -2.3% | -1.0% | -1.7% |
| 3M | -9.7% | -3.5% | -6.3% | -7.7% |
| 6M | -38.8% | +1.9% | -40.7% | -39.6% |
| YTD | -41.2% | +8.3% | -49.5% | -44.3% |
| 1Y | -50.3% | +6.4% | -56.7% | -52.4% |
| 3Y | -59.1% | +30.2% | -89.4% | -66.0% |
| 5Y | -62.8% | +8.6% | -71.4% | -65.2% |
| 10Y | +57.8% | +87.4% | -29.5% | +6.5% |
| All | +85.5% | +107.7% | -22.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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