+77.0%
ZTS vs XRT
+147.6%
-70.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.6% | +4.1% | -4.7% | -2.1% |
| 30D | +11.0% | +9.9% | +1.0% | +6.9% |
| 3M | +10.9% | +2.3% | +8.7% | +10.2% |
| 6M | +0.9% | +9.6% | -8.7% | -2.7% |
| YTD | -33.0% | +9.1% | -42.1% | -35.2% |
| 1Y | -29.6% | +16.2% | -45.9% | -33.7% |
| 3Y | -49.0% | +60.1% | -109.1% | -58.1% |
| 5Y | -59.5% | -0.5% | -59.0% | -61.2% |
| 10Y | +77.0% | +145.1% | -68.1% | +2.0% |
| All | +77.0% | +147.6% | -70.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling