-58.7%
ZTS vs XPO
+306.2%
-364.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +5.6% | +9.0% | -3.4% | +3.7% |
| 30D | +12.1% | +4.2% | +7.9% | +11.2% |
| 3M | +11.3% | -8.7% | +19.9% | +13.1% |
| 6M | +14.3% | -2.8% | +17.1% | +14.1% |
| YTD | -31.9% | +41.9% | -73.7% | -37.4% |
| 1Y | -29.3% | +42.3% | -71.6% | -35.1% |
| 3Y | -48.0% | +127.3% | -175.3% | -59.3% |
| All | -58.7% | +306.2% | -364.9% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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