+249.0%
XLF vs Z
+25.1%
+223.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.4% |
| 30D | +0.2% | -4.2% | +4.4% | +0.6% |
| 3M | +11.7% | -3.7% | +15.4% | +11.8% |
| 6M | +13.8% | -24.5% | +38.3% | +17.6% |
| YTD | +7.0% | -49.3% | +56.3% | +16.7% |
| 1Y | +9.1% | -58.7% | +67.8% | +22.1% |
| 3Y | +75.6% | -34.1% | +109.8% | +79.0% |
| 5Y | +66.4% | -64.5% | +131.0% | +76.4% |
| 10Y | +250.3% | -0.5% | +250.8% | +179.8% |
| All | +249.0% | +25.1% | +223.9% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling