+5.8%
XLU vs Z
-58.8%
+64.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | 0.0% |
| 7D | +0.8% | -3.0% | +3.8% | +0.7% |
| 30D | -1.3% | -4.2% | +2.9% | -1.5% |
| 3M | -1.3% | -3.7% | +2.4% | -1.3% |
| 6M | -7.6% | -24.5% | +16.9% | -8.5% |
| YTD | +2.3% | -49.3% | +51.6% | -0.6% |
| 1Y | +5.8% | -58.7% | +64.4% | +1.3% |
| All | +5.8% | -58.8% | +64.6% | +1.3% |
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 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