+103.2%
XYL vs Z
-14.8%
+118.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -5.9% | -13.1% | +7.2% | -3.7% |
| 30D | -7.3% | +5.9% | -13.1% | -8.3% |
| 3M | -22.5% | -13.7% | -8.8% | -21.0% |
| 6M | -14.4% | -27.1% | +12.7% | -10.6% |
| YTD | -29.4% | -56.8% | +27.4% | -20.1% |
| 1Y | -35.6% | -60.2% | +24.6% | -26.2% |
| 3Y | +0.3% | -19.7% | +20.0% | -0.9% |
| 5Y | -22.3% | -53.7% | +31.3% | -19.7% |
| 10Y | +103.2% | -16.9% | +120.1% | +67.4% |
| All | +103.2% | -14.8% | +118.0% | +67.4% |
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