+77.6%
ZTS vs XYZ
+638.9%
-561.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.0% | -1.0% | -1.0% | -1.9% |
| 30D | +1.9% | -1.7% | +3.6% | +2.0% |
| 3M | -4.0% | +16.7% | -20.7% | -7.1% |
| 6M | -39.1% | +26.9% | -66.0% | -42.1% |
| YTD | -38.8% | +27.1% | -66.0% | -42.2% |
| 1Y | -49.6% | +9.3% | -58.8% | -51.2% |
| 3Y | -59.0% | +42.3% | -101.2% | -64.2% |
| 5Y | -61.8% | -69.3% | +7.6% | -58.4% |
| 10Y | +61.4% | +586.8% | -525.4% | -4.1% |
| All | +77.6% | +638.9% | -561.3% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling