+75.2%
XLF vs Z
-37.5%
+112.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.1% | -0.5% |
| 7D | +0.2% | -3.3% | +3.4% | +0.6% |
| 30D | -0.5% | -3.7% | +3.2% | -0.2% |
| 3M | +10.6% | -7.0% | +17.6% | +11.3% |
| 6M | +14.3% | -29.5% | +43.8% | +18.9% |
| YTD | +5.5% | -52.6% | +58.1% | +15.0% |
| 1Y | +9.6% | -64.0% | +73.6% | +23.3% |
| 3Y | +75.2% | -36.4% | +111.6% | +86.7% |
| All | +75.2% | -37.5% | +112.6% | +86.7% |
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