-62.8%
ZTS vs XRT
-1.7%
-61.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.0% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.2% | -5.6% | +6.9% | +4.0% |
| 3M | -6.0% | +2.5% | -8.6% | -7.2% |
| 6M | -38.7% | +3.7% | -42.4% | -39.7% |
| YTD | -40.6% | +1.0% | -41.6% | -40.9% |
| 1Y | -50.6% | -1.2% | -49.4% | -50.4% |
| 3Y | -58.7% | +43.4% | -102.1% | -65.3% |
| 5Y | -62.8% | -0.7% | -62.1% | -66.1% |
| All | -62.8% | -1.7% | -61.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling