+539.3%
B vs XYZ
+665.4%
-126.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | -4.3% | +11.6% | -15.9% | -5.2% |
| 3M | -2.3% | +8.4% | -10.7% | -2.9% |
| 6M | -16.2% | +17.2% | -33.4% | -17.3% |
| YTD | -8.8% | +31.7% | -40.5% | -11.0% |
| 1Y | +11.4% | +30.1% | -18.7% | +8.8% |
| 3Y | +174.3% | +66.4% | +107.8% | +161.2% |
| 5Y | +116.2% | -62.2% | +178.3% | +112.3% |
| 10Y | +222.7% | +621.5% | -398.8% | +273.2% |
| All | +539.3% | +665.4% | -126.0% | +588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling