+55.7%
ZTS vs XYZ
+610.4%
-554.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.7% | -4.3% | +0.5% | -2.9% |
| 30D | -0.8% | +1.2% | -2.0% | -1.1% |
| 3M | -9.7% | +14.6% | -24.4% | -12.4% |
| 6M | -38.4% | +22.6% | -61.0% | -41.2% |
| YTD | -41.1% | +21.7% | -62.8% | -44.1% |
| 1Y | -50.6% | +6.7% | -57.3% | -52.1% |
| 3Y | -59.1% | +46.8% | -106.0% | -64.9% |
| 5Y | -62.7% | -68.0% | +5.3% | -59.4% |
| All | +55.7% | +610.4% | -554.7% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling