+55.7%
ZTS vs XME
+421.4%
-365.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -3.7% | -4.2% | +0.5% | -2.8% |
| 30D | -0.8% | -2.7% | +1.9% | -0.3% |
| 3M | -9.7% | -3.9% | -5.8% | -9.4% |
| 6M | -38.4% | -1.0% | -37.4% | -39.0% |
| YTD | -41.1% | +9.8% | -50.9% | -43.5% |
| 1Y | -50.6% | +32.5% | -83.2% | -55.3% |
| 3Y | -59.1% | +124.3% | -183.5% | -68.6% |
| 5Y | -62.7% | +165.8% | -228.5% | -73.1% |
| All | +55.7% | +421.4% | -365.6% | -14.8% |
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