+172.7%
XLE vs Z
-0.4%
+173.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.6% |
| 7D | +2.2% | -3.0% | +5.2% | +2.5% |
| 30D | +11.8% | -4.2% | +16.0% | +12.1% |
| 3M | +9.8% | -3.7% | +13.5% | +9.8% |
| 6M | +15.6% | -24.5% | +40.1% | +18.4% |
| YTD | +45.3% | -49.3% | +94.6% | +55.5% |
| 1Y | +48.3% | -58.7% | +107.0% | +62.4% |
| 3Y | +55.4% | -34.1% | +89.6% | +56.7% |
| 5Y | +216.1% | -64.5% | +280.6% | +232.5% |
| All | +172.7% | -0.4% | +173.1% | +113.4% |
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