+87.8%
ZTS vs XME
+260.6%
-172.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +5.6% | +0.3% | +5.3% | +5.5% |
| 30D | +12.1% | -6.1% | +18.2% | +13.6% |
| 3M | +11.3% | -18.6% | +29.9% | +16.5% |
| 6M | +14.3% | -23.9% | +38.2% | +20.8% |
| YTD | -31.9% | -9.3% | -22.5% | -31.8% |
| 1Y | -29.3% | +1.8% | -31.0% | -31.5% |
| 3Y | -48.0% | +93.0% | -141.1% | -59.0% |
| 5Y | -58.9% | +107.0% | -165.9% | -68.7% |
| All | +87.8% | +260.6% | -172.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling