+87.8%
ZTS vs XYZ
+597.9%
-510.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.5% |
| 7D | +5.6% | -1.1% | +6.6% | +5.7% |
| 30D | +12.1% | +11.5% | +0.6% | +9.7% |
| 3M | +11.3% | +1.8% | +9.5% | +10.6% |
| 6M | +14.3% | +21.2% | -6.9% | +9.4% |
| YTD | -31.9% | +29.9% | -61.8% | -36.2% |
| 1Y | -29.3% | +35.8% | -65.0% | -34.4% |
| 3Y | -48.0% | +62.6% | -110.6% | -56.1% |
| 5Y | -58.9% | -62.8% | +3.9% | -56.6% |
| All | +87.8% | +597.9% | -510.1% | -1.5% |
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