+217.7%
XLF vs Z
-16.5%
+234.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.3% |
| 7D | +2.7% | +0.8% | +1.8% | +2.5% |
| 30D | +7.6% | +5.2% | +2.4% | +6.5% |
| 3M | +1.1% | -17.0% | +18.1% | +3.3% |
| 6M | +15.9% | -22.7% | +38.6% | +19.2% |
| YTD | +8.4% | -56.3% | +64.8% | +20.4% |
| 1Y | +12.5% | -57.7% | +70.2% | +25.3% |
| 3Y | +81.6% | -16.5% | +98.1% | +78.1% |
| 5Y | +59.3% | -53.4% | +112.7% | +63.4% |
| All | +217.7% | -16.5% | +234.1% | +155.9% |
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 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