+174.6%
ZTS vs XME
+222.4%
-47.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +1.9% | +6.0% | -4.1% | +0.4% |
| 3M | -4.0% | -7.7% | +3.7% | -2.9% |
| 6M | -39.1% | +1.0% | -40.1% | -39.8% |
| YTD | -38.8% | +14.6% | -53.4% | -41.6% |
| 1Y | -49.6% | +46.0% | -95.5% | -54.8% |
| 3Y | -59.0% | +127.0% | -186.0% | -67.5% |
| 5Y | -61.8% | +175.8% | -237.6% | -71.4% |
| 10Y | +61.4% | +414.6% | -353.2% | -3.1% |
| All | +174.6% | +222.4% | -47.8% | +73.7% |
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 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