+173.9%
XLE vs Z
-14.8%
+188.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | -0.2% | -13.1% | +12.8% | +1.2% |
| 30D | -4.0% | +5.9% | -9.9% | -5.0% |
| 3M | +4.6% | -13.7% | +18.3% | +5.6% |
| 6M | +12.3% | -27.1% | +39.4% | +15.2% |
| YTD | +44.5% | -56.8% | +101.3% | +56.6% |
| 1Y | +42.4% | -60.2% | +102.6% | +55.7% |
| 3Y | +67.0% | -19.7% | +86.7% | +62.8% |
| 5Y | +161.9% | -53.7% | +215.6% | +164.3% |
| 10Y | +173.9% | -16.9% | +190.7% | +115.0% |
| All | +173.9% | -14.8% | +188.6% | +115.0% |
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