+29.0%
XLB vs Z
-55.4%
+84.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -1.5% | -4.6% | +3.1% | -0.9% |
| 30D | +6.1% | +8.3% | -2.3% | +4.4% |
| 3M | 0.0% | -11.6% | +11.6% | +1.4% |
| 6M | 0.0% | -33.6% | +33.6% | +5.7% |
| YTD | +16.0% | -56.7% | +72.7% | +30.8% |
| 1Y | +24.7% | -59.1% | +83.9% | +41.8% |
| 3Y | +40.4% | -20.4% | +60.7% | +37.2% |
| All | +29.0% | -55.4% | +84.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling