+280.8%
XLI vs Z
+7.8%
+273.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 6M | -2.3% | -22.7% | +20.4% | +0.3% |
| YTD | +9.7% | -56.3% | +66.0% | +21.5% |
| 1Y | +12.3% | -57.7% | +70.0% | +24.8% |
| 3Y | +71.5% | -16.5% | +88.0% | +67.8% |
| 5Y | +70.2% | -53.4% | +123.6% | +74.4% |
| 10Y | +227.5% | -15.9% | +243.4% | +170.1% |
| All | +280.8% | +7.8% | +273.0% | +199.9% |
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 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