+49.0%
XEL vs Z
-53.4%
+102.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | 0.0% |
| 7D | +2.4% | +0.8% | +1.6% | +2.4% |
| 30D | +8.3% | +5.2% | +3.1% | +8.0% |
| 3M | +4.2% | -17.0% | +21.2% | +4.8% |
| 6M | +3.7% | -22.7% | +26.4% | +4.6% |
| YTD | +13.1% | -56.3% | +69.4% | +16.8% |
| 1Y | +5.0% | -57.7% | +62.7% | +8.6% |
| 3Y | +55.0% | -16.5% | +71.5% | +52.5% |
| All | +49.0% | -53.4% | +102.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling