+85.9%
ZTS vs XME
+266.4%
-180.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +1.0% | +5.3% | -4.3% | -0.3% |
| 30D | +12.4% | -8.2% | +20.6% | +14.6% |
| 3M | +13.6% | -18.4% | +32.0% | +18.9% |
| 6M | +9.3% | -22.8% | +32.1% | +15.1% |
| YTD | -32.6% | -7.9% | -24.7% | -32.8% |
| 1Y | -30.0% | -0.9% | -29.2% | -31.8% |
| 3Y | -48.7% | +96.0% | -144.7% | -59.7% |
| 5Y | -59.3% | +110.3% | -169.6% | -69.1% |
| All | +85.9% | +266.4% | -180.5% | +6.3% |
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