+205.7%
ZTS vs XYL
+302.9%
-97.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +5.6% | -3.7% | +9.3% | +7.2% |
| 30D | +12.1% | -8.3% | +20.4% | +15.7% |
| 3M | +11.3% | -21.4% | +32.7% | +22.0% |
| 6M | +14.3% | -12.9% | +27.2% | +19.8% |
| YTD | -31.9% | -30.1% | -1.8% | -22.1% |
| 1Y | -29.3% | -35.2% | +5.9% | -16.6% |
| 3Y | -48.0% | -0.8% | -47.3% | -49.4% |
| 5Y | -58.9% | -23.2% | -35.6% | -56.6% |
| 10Y | +81.7% | +101.2% | -19.6% | +28.2% |
| All | +205.7% | +302.9% | -97.2% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling