-57.9%
ZTS vs XRT
+45.1%
-103.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.0% | +0.8% | -2.8% | -2.4% |
| 30D | +1.9% | -4.2% | +6.1% | +4.1% |
| 3M | -4.0% | +5.1% | -9.1% | -6.6% |
| 6M | -39.1% | +2.4% | -41.5% | -39.9% |
| YTD | -38.8% | +3.2% | -42.0% | -39.9% |
| 1Y | -49.6% | +1.5% | -51.1% | -50.2% |
| All | -57.9% | +45.1% | -103.1% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling