-1.7%
XLC vs Z
-63.3%
+61.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | +0.5% |
| 7D | +0.6% | -3.3% | +3.8% | +1.0% |
| 30D | +0.2% | -3.7% | +4.0% | +0.7% |
| 3M | +0.6% | -7.0% | +7.6% | +1.0% |
| 6M | -4.5% | -29.5% | +25.0% | -1.5% |
| YTD | -4.7% | -52.6% | +47.8% | +2.4% |
| 1Y | -1.7% | -64.0% | +62.4% | +8.1% |
| All | -1.7% | -63.3% | +61.6% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling