+1,735.9%
BE vs XYZ
+48.5%
+1,687.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.2% | +12.8% | +11.1% |
| 7D | +29.8% | +2.9% | +26.9% | +27.9% |
| 30D | +26.4% | +1.4% | +25.0% | +24.9% |
| 3M | +9.3% | +14.6% | -5.2% | +1.3% |
| 6M | +105.1% | +20.8% | +84.3% | +83.4% |
| YTD | +219.0% | +23.1% | +196.0% | +177.8% |
| 1Y | +418.8% | +5.6% | +413.1% | +383.7% |
| All | +1,735.9% | +48.5% | +1,687.4% | +1,125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling