+35.8%
XLC vs Z
-55.4%
+91.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.0% |
| 7D | +4.9% | -4.6% | +9.4% | +5.7% |
| 30D | -5.8% | +8.3% | -14.1% | -8.1% |
| 3M | -5.4% | -11.6% | +6.2% | -3.8% |
| 6M | -10.2% | -33.6% | +23.5% | -3.1% |
| YTD | -10.2% | -56.7% | +46.5% | +5.7% |
| 1Y | -5.6% | -59.1% | +53.5% | +12.2% |
| 3Y | +61.0% | -20.4% | +81.4% | +52.9% |
| All | +35.8% | -55.4% | +91.2% | +36.3% |
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