-15.6%
XYL vs Z
-66.6%
+50.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -1.2% | -11.6% | +10.3% | +1.0% |
| 30D | -13.2% | -8.5% | -4.7% | -11.9% |
| 3M | -0.2% | -7.9% | +7.7% | +0.8% |
| 6M | -12.5% | -29.1% | +16.6% | -7.5% |
| YTD | -20.9% | -54.2% | +33.3% | -9.2% |
| 1Y | -21.6% | -63.5% | +42.0% | -6.2% |
| 3Y | +16.1% | -38.6% | +54.8% | +20.7% |
| 5Y | -15.6% | -66.0% | +50.4% | -14.1% |
| All | -15.6% | -66.6% | +50.9% | -14.1% |
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