+176.1%
XLU vs Z
+16.2%
+159.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.6% | -7.1% | +7.7% | +1.1% |
| 30D | -0.4% | -4.8% | +4.3% | -0.2% |
| 3M | -1.7% | -9.3% | +7.6% | -1.3% |
| 6M | -7.1% | -29.0% | +21.9% | -5.2% |
| YTD | +1.9% | -52.9% | +54.8% | +7.0% |
| 1Y | +6.1% | -63.1% | +69.3% | +13.3% |
| 3Y | +48.8% | -36.9% | +85.6% | +50.0% |
| 5Y | +43.8% | -65.5% | +109.3% | +47.4% |
| 10Y | +143.2% | -3.9% | +147.0% | +116.5% |
| All | +176.1% | +16.2% | +159.8% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling