+788.5%
XLK vs Z
-2.5%
+790.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.5% |
| 7D | +0.2% | -6.0% | +6.3% | +1.4% |
| 30D | -0.6% | -2.3% | +1.7% | -0.5% |
| 3M | +2.6% | -0.6% | +3.2% | +1.7% |
| 6M | +34.0% | -27.6% | +61.6% | +41.3% |
| YTD | +30.7% | -52.4% | +83.0% | +49.5% |
| 1Y | +39.2% | -63.6% | +102.8% | +67.6% |
| 3Y | +120.4% | -36.4% | +156.8% | +128.0% |
| 5Y | +148.8% | -64.6% | +213.4% | +171.2% |
| All | +788.5% | -2.5% | +790.9% | +622.2% |
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 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