+934.0%
BE vs XYZ
+13.4%
+920.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +9.7% | -5.2% | +14.9% | +12.6% |
| 30D | +22.4% | 0.0% | +22.4% | +21.5% |
| 3M | +10.4% | +18.7% | -8.3% | -1.0% |
| 6M | +67.9% | +20.5% | +47.3% | +47.8% |
| YTD | +197.5% | +21.5% | +176.0% | +153.4% |
| 1Y | +310.6% | +7.2% | +303.3% | +271.2% |
| 3Y | +1,657.2% | +49.0% | +1,608.3% | +1,129.5% |
| 5Y | +1,218.2% | -68.1% | +1,286.3% | +1,833.2% |
| All | +934.0% | +13.4% | +920.6% | +570.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling