-29.3%
ZTS vs XYZ
+29.4%
-58.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.4% |
| 7D | +5.6% | -1.1% | +6.6% | +5.8% |
| 30D | +12.1% | +11.5% | +0.6% | +9.7% |
| 3M | +11.3% | +1.8% | +9.5% | +10.3% |
| 6M | +14.3% | +21.2% | -6.9% | +9.4% |
| YTD | -31.9% | +29.9% | -61.8% | -36.5% |
| 1Y | -29.3% | +35.8% | -65.0% | -34.7% |
| All | -29.3% | +29.4% | -58.6% | -34.7% |
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