+159.6%
XLB vs Z
-7.0%
+166.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.5% | 0.0% |
| 7D | -0.2% | -3.3% | +3.0% | +0.2% |
| 30D | -1.7% | -3.7% | +2.0% | -1.4% |
| 3M | +4.4% | -7.0% | +11.3% | +5.0% |
| 6M | +5.0% | -29.5% | +34.5% | +9.8% |
| YTD | +15.5% | -52.6% | +68.0% | +27.6% |
| 1Y | +14.9% | -64.0% | +78.9% | +32.2% |
| 3Y | +34.5% | -36.4% | +71.0% | +37.9% |
| 5Y | +36.5% | -65.8% | +102.3% | +45.5% |
| 10Y | +159.6% | -5.8% | +165.4% | +110.6% |
| All | +159.6% | -7.0% | +166.6% | +110.6% |
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