+259.9%
XYL vs Z
+25.1%
+234.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -5.0% | -3.0% | -2.0% | -4.6% |
| 30D | -13.2% | -4.2% | -9.0% | -12.8% |
| 3M | -3.7% | -3.7% | 0.0% | -3.5% |
| 6M | -17.7% | -24.5% | +6.8% | -14.5% |
| YTD | -21.5% | -49.3% | +27.8% | -13.3% |
| 1Y | -24.5% | -58.7% | +34.2% | -14.2% |
| 3Y | +6.9% | -34.1% | +41.1% | +9.6% |
| 5Y | -18.1% | -64.5% | +46.5% | -12.8% |
| 10Y | +134.7% | -0.5% | +135.2% | +91.1% |
| All | +259.9% | +25.1% | +234.8% | +179.7% |
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