+133.2%
XRT vs Z
-16.5%
+149.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.4% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | +7.5% | +5.2% | +2.3% | +6.0% |
| 3M | +2.2% | -17.0% | +19.2% | +5.8% |
| 6M | +14.7% | -22.7% | +37.3% | +20.0% |
| YTD | +7.5% | -56.3% | +63.8% | +26.3% |
| 1Y | +14.1% | -57.7% | +71.8% | +34.8% |
| 3Y | +58.8% | -16.5% | +75.3% | +56.3% |
| 5Y | -3.9% | -53.4% | +49.5% | +1.9% |
| All | +133.2% | -16.5% | +149.7% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling