+240.9%
XHB vs Z
-14.8%
+255.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -4.1% | -13.1% | +9.0% | -0.7% |
| 30D | +9.6% | +5.9% | +3.8% | +7.7% |
| 3M | -6.0% | -13.7% | +7.7% | -3.1% |
| 6M | +2.2% | -27.1% | +29.3% | +9.5% |
| YTD | +1.1% | -56.8% | +57.9% | +22.4% |
| 1Y | -1.7% | -60.2% | +58.5% | +21.3% |
| 3Y | +36.5% | -19.7% | +56.2% | +36.3% |
| 5Y | +33.5% | -53.7% | +87.2% | +44.5% |
| 10Y | +240.9% | -16.9% | +257.8% | +173.5% |
| All | +240.9% | -14.8% | +255.7% | +173.5% |
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