+70.0%
XLE vs Z
-18.1%
+88.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.9% |
| 7D | +5.4% | +0.8% | +4.6% | +5.4% |
| 30D | -3.9% | +5.2% | -9.1% | -4.2% |
| 3M | +7.0% | -17.0% | +24.1% | +7.6% |
| 6M | +14.2% | -22.7% | +36.9% | +15.2% |
| YTD | +48.2% | -56.3% | +104.5% | +55.4% |
| 1Y | +47.7% | -57.7% | +105.3% | +55.2% |
| 3Y | +70.0% | -16.5% | +86.6% | +73.3% |
| All | +70.0% | -18.1% | +88.1% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling