+16.4%
B vs XYZ
+28.4%
-12.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.4% | -2.7% | -5.0% |
| 7D | +7.1% | +12.6% | -5.5% | +3.2% |
| 30D | -3.3% | +10.8% | -14.1% | -6.5% |
| 3M | -2.5% | +8.4% | -10.9% | -5.2% |
| 6M | -7.2% | +14.3% | -21.6% | -11.8% |
| YTD | -7.4% | +31.5% | -38.8% | -15.7% |
| 1Y | +16.4% | +28.1% | -11.7% | +6.3% |
| All | +16.4% | +28.4% | -12.0% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling