+164.7%
XLB vs Z
-19.3%
+184.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | 0.0% | -4.9% | +4.9% | +0.7% |
| 30D | +5.3% | +3.0% | +2.3% | +4.5% |
| 3M | 0.0% | -13.4% | +13.4% | +1.5% |
| 6M | +1.2% | -27.3% | +28.6% | +5.2% |
| YTD | +16.9% | -57.8% | +74.7% | +30.8% |
| 1Y | +20.9% | -60.0% | +80.9% | +36.3% |
| 3Y | +43.3% | -21.5% | +64.8% | +41.7% |
| 5Y | +28.3% | -55.0% | +83.3% | +32.4% |
| All | +164.7% | -19.3% | +184.0% | +119.2% |
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