+532.2%
BE vs XYZ
-63.1%
+595.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -6.4% |
| 7D | +10.8% | -1.1% | +11.9% | +11.5% |
| 30D | -19.8% | +11.5% | -31.3% | -25.0% |
| 3M | -18.7% | +1.8% | -20.5% | -20.6% |
| 6M | -33.7% | +21.2% | -55.0% | -41.9% |
| YTD | +121.0% | +29.9% | +91.0% | +80.3% |
| 1Y | +85.4% | +35.8% | +49.6% | +47.0% |
| 3Y | +1,709.5% | +62.6% | +1,646.9% | +1,094.4% |
| All | +532.2% | -63.1% | +595.2% | +905.0% |
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 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