+128.6%
XRT vs Z
-0.5%
+129.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | +0.8% | -3.0% | +3.8% | +1.4% |
| 30D | -4.2% | -4.2% | 0.0% | -3.5% |
| 3M | +5.1% | -3.7% | +8.8% | +5.4% |
| 6M | +2.4% | -24.5% | +26.9% | +7.9% |
| YTD | +3.2% | -49.3% | +52.5% | +17.9% |
| 1Y | +1.5% | -58.7% | +60.2% | +20.9% |
| 3Y | +40.6% | -34.1% | +74.7% | +46.1% |
| 5Y | -1.0% | -64.5% | +63.6% | +8.3% |
| All | +128.6% | -0.5% | +129.2% | +77.9% |
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