+6.4%
XYL vs Z
-19.5%
+25.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.8% |
| 7D | +2.1% | -5.2% | +7.2% | +2.8% |
| 30D | -3.4% | +5.7% | -9.1% | -4.3% |
| 3M | -17.2% | -8.7% | -8.4% | -16.4% |
| 6M | -12.0% | -26.0% | +13.9% | -8.4% |
| YTD | -26.3% | -55.0% | +28.7% | -17.1% |
| 1Y | -33.5% | -58.0% | +24.5% | -24.4% |
| 3Y | +6.4% | -15.2% | +21.6% | +8.8% |
| All | +6.4% | -19.5% | +25.9% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling