+246.5%
XLF vs Z
-6.2%
+252.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.1% |
| 7D | -2.9% | -11.6% | +8.7% | -1.2% |
| 30D | -1.6% | -8.5% | +6.9% | -0.5% |
| 3M | +9.3% | -7.9% | +17.2% | +10.1% |
| 6M | +14.6% | -29.1% | +43.7% | +19.5% |
| YTD | +4.7% | -54.2% | +58.9% | +15.9% |
| 1Y | +8.6% | -63.5% | +72.2% | +23.9% |
| 3Y | +73.9% | -38.6% | +112.5% | +79.0% |
| 5Y | +65.0% | -66.0% | +131.0% | +75.8% |
| All | +246.5% | -6.2% | +252.7% | +181.9% |
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