+42.0%
XLP vs Z
-55.4%
+97.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.1% |
| 7D | +0.7% | -4.6% | +5.3% | +1.0% |
| 30D | +10.3% | +8.3% | +1.9% | +9.7% |
| 3M | +6.5% | -11.6% | +18.1% | +7.1% |
| 6M | +8.4% | -33.6% | +42.0% | +10.5% |
| YTD | +18.2% | -56.7% | +74.9% | +23.2% |
| 1Y | +22.4% | -59.1% | +81.6% | +28.0% |
| 3Y | +41.9% | -20.4% | +62.3% | +40.2% |
| All | +42.0% | -55.4% | +97.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling