-62.8%
ZTS vs XME
+167.8%
-230.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.2% |
| 7D | -4.5% | -3.0% | -1.4% | -3.9% |
| 30D | -3.3% | -2.6% | -0.7% | -2.9% |
| 3M | -9.7% | +2.2% | -11.9% | -10.7% |
| 6M | -38.8% | +0.7% | -39.5% | -39.6% |
| YTD | -41.2% | +10.9% | -52.1% | -43.7% |
| 1Y | -50.3% | +35.7% | -86.0% | -55.3% |
| 3Y | -59.1% | +127.1% | -186.3% | -69.2% |
| 5Y | -62.8% | +168.5% | -231.2% | -72.7% |
| All | -62.8% | +167.8% | -230.6% | -72.7% |
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