-62.4%
ZTS vs XPO
+262.4%
-324.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.3% |
| 7D | -3.8% | -0.9% | -2.8% | -3.6% |
| 30D | -2.0% | -8.1% | +6.1% | -0.5% |
| 3M | -10.2% | -19.0% | +8.8% | -6.7% |
| 6M | -39.4% | -5.2% | -34.2% | -39.2% |
| YTD | -40.8% | +35.6% | -76.4% | -45.1% |
| 1Y | -50.1% | +41.1% | -91.2% | -54.3% |
| 3Y | -58.9% | +157.9% | -216.8% | -69.1% |
| 5Y | -62.4% | +265.6% | -328.0% | -76.0% |
| All | -62.4% | +262.4% | -324.8% | -76.0% |
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