+36.0%
XLB vs Z
-32.8%
+68.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | -0.4% | -4.2% | +3.8% | 0.0% |
| 3M | +2.0% | -3.7% | +5.7% | +2.1% |
| 6M | +1.8% | -24.5% | +26.3% | +5.1% |
| YTD | +16.6% | -49.3% | +65.9% | +27.2% |
| 1Y | +16.9% | -58.7% | +75.6% | +31.4% |
| All | +36.0% | -32.8% | +68.8% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling