+218.0%
XLE vs Z
-64.8%
+282.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.7% |
| 7D | +2.2% | -3.0% | +5.2% | +2.4% |
| 30D | +11.8% | -4.2% | +16.0% | +12.0% |
| 3M | +9.8% | -3.7% | +13.5% | +9.9% |
| 6M | +15.6% | -24.5% | +40.1% | +17.4% |
| YTD | +45.3% | -49.3% | +94.6% | +51.8% |
| 1Y | +48.3% | -58.7% | +107.0% | +57.4% |
| 3Y | +55.4% | -34.1% | +89.6% | +57.2% |
| All | +218.0% | -64.8% | +282.8% | +215.8% |
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