+69.9%
XLI vs Z
-53.4%
+123.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.9% |
| 7D | +3.8% | +0.8% | +2.9% | +3.6% |
| 30D | +1.0% | +5.2% | -4.1% | -0.1% |
| 3M | -8.9% | -17.0% | +8.1% | -7.0% |
| 6M | -2.3% | -22.7% | +20.4% | +0.4% |
| YTD | +9.7% | -56.3% | +66.0% | +22.2% |
| 1Y | +12.3% | -57.7% | +70.0% | +25.6% |
| 3Y | +71.5% | -16.5% | +88.0% | +66.8% |
| All | +69.9% | -53.4% | +123.3% | +69.2% |
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