+632.5%
B vs XYZ
+638.9%
-6.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +9.4% | -1.7% | +11.1% | +9.5% |
| 3M | +5.0% | +16.7% | -11.8% | +3.7% |
| 6M | -3.5% | +26.9% | -30.4% | -5.3% |
| YTD | +4.5% | +27.1% | -22.7% | +2.3% |
| 1Y | +67.8% | +9.3% | +58.5% | +65.7% |
| 3Y | +196.7% | +42.3% | +154.4% | +184.8% |
| 5Y | +151.9% | -69.3% | +221.2% | +149.3% |
| 10Y | +202.2% | +586.8% | -384.6% | +250.0% |
| All | +632.5% | +638.9% | -6.5% | +691.2% |
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