+44.0%
XLP vs Z
-53.4%
+97.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.2% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +7.3% | +5.2% | +2.1% | +6.9% |
| 3M | +8.1% | -17.0% | +25.1% | +9.1% |
| 6M | +10.5% | -22.7% | +33.1% | +11.7% |
| YTD | +21.2% | -56.3% | +77.5% | +26.3% |
| 1Y | +22.7% | -57.7% | +80.4% | +28.0% |
| 3Y | +44.8% | -16.5% | +61.3% | +42.6% |
| All | +44.0% | -53.4% | +97.5% | +41.1% |
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 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