+55.7%
ZTS vs XYL
+150.5%
-94.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.7% | +1.2% | -4.9% | -4.3% |
| 30D | -0.8% | -11.9% | +11.2% | +4.7% |
| 3M | -9.7% | -1.5% | -8.2% | -9.5% |
| 6M | -38.4% | -11.9% | -26.5% | -35.1% |
| YTD | -41.1% | -20.6% | -20.5% | -35.4% |
| 1Y | -50.6% | -23.5% | -27.1% | -45.0% |
| 3Y | -59.1% | +14.9% | -74.0% | -62.8% |
| 5Y | -62.7% | -15.3% | -47.4% | -62.0% |
| All | +55.7% | +150.5% | -94.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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