+22.6%
BAC vs XYZ
-63.1%
+85.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.5% |
| 7D | +3.2% | -1.1% | +4.3% | +3.4% |
| 30D | -0.7% | +11.5% | -12.2% | -3.0% |
| 3M | -20.0% | +1.8% | -21.8% | -20.6% |
| 6M | +3.4% | +21.2% | -17.8% | -1.2% |
| YTD | -5.7% | +29.9% | -35.7% | -12.1% |
| 1Y | -1.4% | +35.8% | -37.2% | -9.1% |
| 3Y | +97.9% | +62.6% | +35.3% | +68.0% |
| All | +22.6% | -63.1% | +85.6% | +19.7% |
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