-22.1%
BA vs XYZ
-64.1%
+42.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +1.1% | +12.1% | -11.1% | -1.9% |
| 30D | -7.9% | +12.4% | -20.3% | -10.7% |
| 3M | -25.3% | +8.2% | -33.5% | -27.0% |
| 6M | -24.6% | +20.7% | -45.3% | -28.3% |
| YTD | -20.1% | +31.3% | -51.5% | -26.4% |
| 1Y | -11.8% | +20.5% | -32.3% | -17.3% |
| 3Y | -10.1% | +72.6% | -82.7% | -27.9% |
| All | -22.1% | -64.1% | +42.0% | -3.9% |
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