+123.7%
XRT vs Z
-7.0%
+130.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.3% | -0.7% |
| 7D | -0.3% | -3.3% | +3.0% | +0.4% |
| 30D | -5.6% | -3.7% | -1.9% | -5.1% |
| 3M | +2.5% | -7.0% | +9.5% | +3.6% |
| 6M | +3.7% | -29.5% | +33.2% | +10.8% |
| YTD | +1.0% | -52.6% | +53.5% | +17.0% |
| 1Y | -1.2% | -64.0% | +62.8% | +21.3% |
| 3Y | +43.4% | -36.4% | +79.8% | +50.1% |
| 5Y | -0.7% | -65.8% | +65.0% | +9.5% |
| 10Y | +123.7% | -5.8% | +129.5% | +76.6% |
| All | +123.7% | -7.0% | +130.7% | +76.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling