+135.9%
XLU vs Z
-2.5%
+138.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.6% |
| 7D | -1.6% | -6.0% | +4.4% | -1.2% |
| 30D | -3.3% | -2.3% | -1.0% | -3.2% |
| 3M | -3.2% | -0.6% | -2.5% | -3.4% |
| 6M | -7.0% | -27.6% | +20.7% | -5.1% |
| YTD | +0.6% | -52.4% | +53.0% | +5.6% |
| 1Y | +2.4% | -63.6% | +66.0% | +9.6% |
| 3Y | +46.3% | -36.4% | +82.6% | +47.3% |
| 5Y | +44.0% | -64.6% | +108.6% | +47.3% |
| All | +135.9% | -2.5% | +138.3% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling