+202.6%
ZTS vs XME
+159.0%
+43.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +1.0% | +5.3% | -4.3% | -0.2% |
| 30D | +12.4% | -8.2% | +20.6% | +14.3% |
| 3M | +13.6% | -18.4% | +32.0% | +18.3% |
| 6M | +9.3% | -22.8% | +32.1% | +14.5% |
| YTD | -32.6% | -7.9% | -24.7% | -32.6% |
| 1Y | -30.0% | -0.9% | -29.2% | -31.4% |
| 3Y | -48.7% | +96.0% | -144.7% | -58.1% |
| 5Y | -59.3% | +110.3% | -169.6% | -67.7% |
| 10Y | +79.8% | +272.8% | -193.1% | +14.9% |
| All | +202.6% | +159.0% | +43.5% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling