+136.2%
XLP vs Z
-19.3%
+155.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.3% |
| 7D | -0.2% | -4.9% | +4.7% | +0.1% |
| 30D | +8.2% | +3.0% | +5.2% | +7.9% |
| 3M | +7.7% | -13.4% | +21.1% | +8.5% |
| 6M | +9.3% | -27.3% | +36.6% | +11.0% |
| YTD | +19.5% | -57.8% | +77.3% | +24.9% |
| 1Y | +21.0% | -60.0% | +81.0% | +26.8% |
| 3Y | +43.2% | -21.5% | +64.8% | +42.2% |
| 5Y | +42.7% | -55.0% | +97.7% | +43.6% |
| All | +136.2% | -19.3% | +155.4% | +116.6% |
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