+15.0%
XLI vs Z
-63.6%
+78.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -0.6% | -7.1% | +6.5% | -0.3% |
| 30D | -6.9% | -4.8% | -2.2% | -6.8% |
| 3M | -1.9% | -9.3% | +7.4% | -1.2% |
| 6M | +1.0% | -29.0% | +30.0% | +3.4% |
| YTD | +11.3% | -52.9% | +64.2% | +16.5% |
| All | +15.0% | -63.6% | +78.5% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling