+189.6%
ZTS vs XRT
+218.8%
-29.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.5% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +11.7% | +7.9% | +3.8% | +8.3% |
| 3M | +3.5% | -0.2% | +3.6% | +3.7% |
| 6M | -27.6% | +5.6% | -33.2% | -29.1% |
| YTD | -35.5% | +5.7% | -41.1% | -36.8% |
| 1Y | -32.1% | +14.6% | -46.7% | -35.8% |
| 3Y | -49.1% | +50.7% | -99.8% | -57.6% |
| 5Y | -61.0% | -4.8% | -56.2% | -61.8% |
| 10Y | +74.4% | +152.6% | -78.3% | -5.6% |
| All | +189.6% | +218.8% | -29.2% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling