+43.7%
XLP vs Z
-19.1%
+62.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.6% | +9.9% | -0.1% |
| 7D | +3.5% | -2.3% | +5.7% | +3.6% |
| 30D | +11.6% | +9.4% | +2.2% | +11.0% |
| 3M | +7.6% | -16.1% | +23.7% | +8.3% |
| 6M | +10.0% | -30.4% | +40.5% | +11.3% |
| YTD | +19.7% | -55.6% | +75.3% | +23.5% |
| 1Y | +23.5% | -58.5% | +82.0% | +27.8% |
| All | +43.7% | -19.1% | +62.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling