+87.8%
ZTS vs XYL
+100.4%
-12.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +5.6% | -3.7% | +9.3% | +7.3% |
| 30D | +12.1% | -8.3% | +20.4% | +15.9% |
| 3M | +11.3% | -21.4% | +32.7% | +22.8% |
| 6M | +14.3% | -12.9% | +27.2% | +20.2% |
| YTD | -31.9% | -30.1% | -1.8% | -21.4% |
| 1Y | -29.3% | -35.2% | +5.9% | -15.6% |
| 3Y | -48.0% | -0.8% | -47.3% | -49.7% |
| 5Y | -58.9% | -23.2% | -35.6% | -56.5% |
| All | +87.8% | +100.4% | -12.6% | +26.8% |
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