+14.9%
XLB vs Z
-63.3%
+78.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.5% | -0.5% |
| 7D | -0.2% | -3.3% | +3.0% | 0.0% |
| 30D | -1.7% | -3.7% | +2.0% | -1.5% |
| 3M | +4.4% | -7.0% | +11.3% | +4.7% |
| 6M | +5.0% | -29.5% | +34.5% | +7.0% |
| YTD | +15.5% | -52.6% | +68.0% | +22.4% |
| 1Y | +14.9% | -64.0% | +78.9% | +26.9% |
| All | +14.9% | -63.3% | +78.2% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling