-26.7%
ZTS vs XYZ
+19.9%
-46.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +15.3% | -7.8% | +4.7% |
| 7D | +15.4% | +16.5% | -1.1% | +12.2% |
| 30D | +25.8% | +15.0% | +10.8% | +22.5% |
| 3M | +18.1% | +3.5% | +14.6% | +16.5% |
| 6M | -19.7% | +21.9% | -41.6% | -22.9% |
| YTD | -27.5% | +34.6% | -62.1% | -32.7% |
| 1Y | -26.7% | +20.7% | -47.5% | -31.4% |
| All | -26.7% | +19.9% | -46.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling