+21.3%
XLP vs Z
-59.6%
+81.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -0.5% | -13.1% | +12.5% | +0.3% |
| 30D | +8.3% | +5.9% | +2.5% | +8.3% |
| 3M | +8.7% | -13.7% | +22.4% | +9.1% |
| 6M | +11.2% | -27.1% | +38.3% | +10.4% |
| YTD | +20.0% | -56.8% | +76.8% | +17.4% |
| 1Y | +21.3% | -60.2% | +81.6% | +19.1% |
| All | +21.3% | -59.6% | +81.0% | +19.1% |
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