+250.2%
XLI vs Z
-6.2%
+256.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.3% |
| 7D | -2.3% | -11.6% | +9.3% | -0.6% |
| 30D | -8.2% | -8.5% | +0.3% | -7.2% |
| 3M | +0.8% | -7.9% | +8.7% | +1.4% |
| 6M | +0.8% | -29.1% | +29.9% | +5.2% |
| YTD | +10.5% | -54.2% | +64.7% | +22.4% |
| 1Y | +14.1% | -63.5% | +77.7% | +30.4% |
| 3Y | +68.6% | -38.6% | +107.2% | +73.4% |
| 5Y | +80.4% | -66.0% | +146.4% | +92.5% |
| All | +250.2% | -6.2% | +256.4% | +185.6% |
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 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