+211.9%
B vs XYZ
+580.4%
-368.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.0% | -3.7% | +4.8% | +1.4% |
| 30D | +9.5% | +0.5% | +9.0% | +9.4% |
| 3M | +14.3% | +16.3% | -1.9% | +12.7% |
| 6M | -1.9% | +21.1% | -23.0% | -3.7% |
| YTD | +4.1% | +22.0% | -17.9% | +1.9% |
| 1Y | +56.1% | +5.2% | +51.0% | +54.3% |
| 3Y | +202.0% | +49.6% | +152.4% | +186.3% |
| 5Y | +158.8% | -68.4% | +227.2% | +159.6% |
| 10Y | +211.9% | +604.5% | -392.6% | +208.4% |
| All | +211.9% | +580.4% | -368.5% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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