+217.0%
XLY vs Z
+16.2%
+200.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -2.1% | -7.1% | +5.0% | -0.7% |
| 30D | -6.0% | -4.8% | -1.3% | -5.3% |
| 3M | -2.7% | -9.3% | +6.6% | -1.3% |
| 6M | -1.5% | -29.0% | +27.5% | +4.7% |
| YTD | -5.4% | -52.9% | +47.4% | +8.6% |
| 1Y | -3.8% | -63.1% | +59.3% | +15.6% |
| 3Y | +36.6% | -36.9% | +73.5% | +42.8% |
| 5Y | +27.4% | -65.5% | +92.9% | +39.6% |
| 10Y | +218.2% | -3.9% | +222.1% | +167.3% |
| All | +217.0% | +16.2% | +200.8% | +152.0% |
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