+64.4%
XLF vs Z
-65.8%
+130.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -1.0% | -7.1% | +6.0% | -0.1% |
| 30D | -1.3% | -4.8% | +3.5% | -0.8% |
| 3M | +9.1% | -9.3% | +18.5% | +10.2% |
| 6M | +14.4% | -29.0% | +43.3% | +19.1% |
| YTD | +5.1% | -52.9% | +58.0% | +15.3% |
| 1Y | +8.6% | -63.1% | +71.8% | +23.0% |
| 3Y | +74.4% | -36.9% | +111.3% | +79.2% |
| 5Y | +64.4% | -65.5% | +129.9% | +62.3% |
| All | +64.4% | -65.8% | +130.1% | +62.3% |
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