-59.0%
ZTS vs XYL
+16.4%
-75.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.1% |
| 7D | -3.8% | +0.8% | -4.6% | -4.1% |
| 30D | -2.0% | -10.8% | +8.8% | +2.3% |
| 3M | -10.2% | -2.5% | -7.6% | -9.7% |
| 6M | -39.4% | -12.2% | -27.2% | -36.5% |
| YTD | -40.8% | -20.1% | -20.7% | -36.2% |
| 1Y | -50.1% | -20.6% | -29.5% | -46.2% |
| All | -59.0% | +16.4% | -75.4% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling