-4.7%
XRT vs Z
-55.4%
+50.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.0% |
| 7D | +0.9% | -4.6% | +5.4% | +2.1% |
| 30D | +7.9% | +8.3% | -0.4% | +5.0% |
| 3M | -0.2% | -11.6% | +11.4% | +2.4% |
| 6M | +5.6% | -33.6% | +39.2% | +16.9% |
| YTD | +5.7% | -56.7% | +62.4% | +30.9% |
| 1Y | +14.6% | -59.1% | +73.7% | +44.0% |
| 3Y | +50.7% | -20.4% | +71.0% | +44.6% |
| All | -4.7% | -55.4% | +50.7% | -2.6% |
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 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