+159.9%
XLV vs Z
+13.0%
+146.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | -4.4% | -11.6% | +7.2% | -3.2% |
| 30D | -1.4% | -8.5% | +7.1% | -0.6% |
| 3M | +8.9% | -7.9% | +16.8% | +9.5% |
| 6M | +9.1% | -29.1% | +38.2% | +12.3% |
| YTD | +7.9% | -54.2% | +62.1% | +15.7% |
| 1Y | +22.7% | -63.5% | +86.3% | +34.4% |
| 3Y | +31.9% | -38.6% | +70.5% | +34.3% |
| 5Y | +34.9% | -66.0% | +100.8% | +40.7% |
| 10Y | +173.9% | -6.5% | +180.4% | +135.4% |
| All | +159.9% | +13.0% | +146.9% | +113.5% |
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