+164.2%
XLB vs Z
-19.5%
+183.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.7% |
| 7D | +0.5% | -6.5% | +7.0% | +1.4% |
| 30D | +6.9% | -0.1% | +7.0% | +6.6% |
| 3M | -0.2% | -14.1% | +14.0% | +1.5% |
| 6M | +3.3% | -30.1% | +33.3% | +7.9% |
| YTD | +18.0% | -57.5% | +75.6% | +32.0% |
| 1Y | +24.2% | -60.3% | +84.5% | +40.2% |
| 3Y | +44.7% | -21.0% | +65.7% | +42.9% |
| 5Y | +31.6% | -54.9% | +86.5% | +35.7% |
| 10Y | +164.2% | -16.0% | +180.2% | +119.7% |
| All | +164.2% | -19.5% | +183.7% | +119.7% |
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 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