+166.5%
XLE vs Z
-54.7%
+221.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.6% |
| 7D | +4.4% | -4.9% | +9.3% | +4.7% |
| 30D | -4.3% | +3.0% | -7.2% | -4.7% |
| 3M | +6.0% | -13.4% | +19.4% | +6.5% |
| 6M | +13.2% | -27.3% | +40.5% | +15.0% |
| YTD | +46.7% | -57.8% | +104.5% | +55.0% |
| 1Y | +46.6% | -60.0% | +106.6% | +55.6% |
| 3Y | +69.6% | -21.5% | +91.1% | +67.4% |
| 5Y | +166.5% | -55.0% | +221.5% | +159.9% |
| All | +166.5% | -54.7% | +221.3% | +159.9% |
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