-26.4%
BA vs XYZ
-63.1%
+36.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -7.1% | +11.5% | -18.6% | -9.8% |
| 3M | -25.5% | +1.8% | -27.3% | -26.2% |
| 6M | -28.7% | +21.2% | -49.9% | -32.3% |
| YTD | -21.0% | +29.9% | -51.0% | -27.0% |
| 1Y | -11.9% | +35.8% | -47.6% | -19.7% |
| 3Y | -16.2% | +62.6% | -78.7% | -31.6% |
| All | -26.4% | -63.1% | +36.6% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling