+1,227.8%
BE vs XYZ
-69.0%
+1,296.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.4% |
| 7D | +23.9% | -3.7% | +27.6% | +26.2% |
| 30D | +27.8% | +0.5% | +27.3% | +26.6% |
| 3M | +3.7% | +16.3% | -12.5% | -6.0% |
| 6M | +78.0% | +21.1% | +56.8% | +56.0% |
| YTD | +209.9% | +22.0% | +187.9% | +163.0% |
| 1Y | +389.6% | +5.2% | +384.4% | +346.8% |
| 3Y | +1,730.6% | +49.6% | +1,681.0% | +1,155.7% |
| 5Y | +1,227.8% | -68.4% | +1,296.2% | +2,660.0% |
| All | +1,227.8% | -69.0% | +1,296.8% | +2,660.0% |
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