-59.3%
ZTS vs XME
+120.6%
-179.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -7.4% | +1.5% | -8.9% | -7.7% |
| 30D | +9.9% | -7.3% | +17.2% | +11.5% |
| 3M | +10.3% | -17.4% | +27.8% | +14.7% |
| 6M | +9.2% | -21.8% | +31.0% | +14.4% |
| YTD | -32.9% | -6.0% | -26.9% | -33.6% |
| 1Y | -29.7% | +3.8% | -33.5% | -32.6% |
| 3Y | -49.0% | +100.0% | -149.0% | -61.2% |
| 5Y | -59.3% | +116.1% | -175.3% | -69.2% |
| All | -59.3% | +120.6% | -179.9% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling