+28.4%
XLY vs Z
-64.7%
+93.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.1% |
| 7D | -1.7% | -6.0% | +4.3% | -0.3% |
| 30D | -4.2% | -2.3% | -1.9% | -3.9% |
| 3M | -2.7% | -0.6% | -2.1% | -3.2% |
| 6M | -0.6% | -27.6% | +27.0% | +6.2% |
| YTD | -5.0% | -52.4% | +47.3% | +11.6% |
| 1Y | -4.1% | -63.6% | +59.5% | +19.8% |
| 3Y | +33.6% | -36.4% | +70.0% | +40.0% |
| All | +28.4% | -64.7% | +93.1% | +25.9% |
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