+58.8%
ZTS vs XRT
+120.9%
-62.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -3.8% | -2.4% | -1.3% | -2.8% |
| 30D | -2.0% | -6.9% | +4.9% | +1.0% |
| 3M | -10.2% | -0.4% | -9.8% | -10.1% |
| 6M | -39.4% | +2.2% | -41.6% | -39.9% |
| YTD | -40.8% | -0.7% | -40.1% | -40.6% |
| 1Y | -50.1% | -2.0% | -48.1% | -49.7% |
| 3Y | -58.9% | +41.0% | -99.9% | -64.5% |
| 5Y | -62.4% | -3.3% | -59.1% | -63.5% |
| 10Y | +58.8% | +124.8% | -66.0% | -6.9% |
| All | +58.8% | +120.9% | -62.1% | -6.9% |
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