+40.4%
XLB vs Z
-21.1%
+61.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -1.5% | -4.6% | +3.1% | -1.0% |
| 30D | +6.1% | +8.3% | -2.3% | +4.8% |
| 3M | 0.0% | -11.6% | +11.6% | +1.1% |
| 6M | 0.0% | -33.6% | +33.6% | +4.6% |
| YTD | +16.0% | -56.7% | +72.7% | +28.5% |
| 1Y | +24.7% | -59.1% | +83.9% | +39.2% |
| 3Y | +40.4% | -20.4% | +60.7% | +41.4% |
| All | +40.4% | -21.1% | +61.4% | +41.4% |
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