+58.0%
XLF vs Z
-54.7%
+112.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +1.2% | -4.9% | +6.2% | +2.0% |
| 30D | +6.2% | +3.0% | +3.2% | +5.4% |
| 3M | +0.9% | -13.4% | +14.3% | +2.4% |
| 6M | +13.6% | -27.3% | +41.0% | +18.1% |
| YTD | +7.6% | -57.8% | +65.4% | +20.6% |
| 1Y | +10.2% | -60.0% | +70.2% | +24.3% |
| 3Y | +79.8% | -21.5% | +101.4% | +77.2% |
| 5Y | +58.0% | -55.0% | +112.9% | +56.5% |
| All | +58.0% | -54.7% | +112.7% | +56.5% |
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