+141.4%
XLC vs Z
-49.4%
+190.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | +0.8% |
| 7D | +0.6% | -3.3% | +3.8% | +1.2% |
| 30D | +0.2% | -3.7% | +4.0% | +0.8% |
| 3M | +0.6% | -7.0% | +7.6% | +1.6% |
| 6M | -4.5% | -29.5% | +25.0% | +1.2% |
| YTD | -4.7% | -52.6% | +47.8% | +8.4% |
| 1Y | -1.7% | -64.0% | +62.4% | +17.6% |
| 3Y | +72.3% | -36.4% | +108.7% | +77.5% |
| 5Y | +37.8% | -65.8% | +103.5% | +49.2% |
| All | +141.4% | -49.4% | +190.8% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling