-35.6%
XYL vs Z
-59.6%
+24.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -5.9% | -13.1% | +7.2% | -3.9% |
| 30D | -7.3% | +5.9% | -13.1% | -7.8% |
| 3M | -22.5% | -13.7% | -8.8% | -21.3% |
| 6M | -14.4% | -27.1% | +12.7% | -11.4% |
| YTD | -29.4% | -56.8% | +27.4% | -20.8% |
| 1Y | -35.6% | -60.2% | +24.6% | -27.2% |
| All | -35.6% | -59.6% | +24.0% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling