-3.7%
XLC vs Z
-60.5%
+56.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.2% |
| 7D | +6.2% | -6.5% | +12.7% | +7.0% |
| 30D | -2.4% | -0.1% | -2.3% | -2.8% |
| 3M | -3.3% | -14.1% | +10.8% | -1.8% |
| 6M | -7.3% | -30.1% | +22.7% | -4.1% |
| YTD | -7.6% | -57.5% | +49.9% | +0.6% |
| 1Y | -3.7% | -60.3% | +56.6% | +5.5% |
| All | -3.7% | -60.5% | +56.9% | +5.5% |
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 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