+911.5%
BE vs XYZ
+18.7%
+892.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.7% |
| 7D | +20.0% | -1.0% | +20.9% | +20.3% |
| 30D | +7.9% | -1.7% | +9.6% | +8.3% |
| 3M | -13.2% | +16.7% | -30.0% | -21.2% |
| 6M | +53.5% | +26.9% | +26.6% | +31.7% |
| YTD | +191.0% | +27.1% | +163.9% | +142.4% |
| 1Y | +360.5% | +9.3% | +351.3% | +312.1% |
| 3Y | +1,568.0% | +42.3% | +1,525.7% | +1,100.0% |
| 5Y | +1,055.2% | -69.3% | +1,124.5% | +1,633.4% |
| All | +911.5% | +18.7% | +892.8% | +540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling