+668.0%
BE vs XYZ
+21.3%
+646.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -6.4% |
| 7D | +10.8% | -1.1% | +11.9% | +11.6% |
| 30D | -19.8% | +11.5% | -31.3% | -25.1% |
| 3M | -18.7% | +1.8% | -20.5% | -20.7% |
| 6M | -33.7% | +21.2% | -55.0% | -42.0% |
| YTD | +121.0% | +29.9% | +91.0% | +79.8% |
| 1Y | +85.4% | +35.8% | +49.6% | +46.6% |
| 3Y | +1,709.5% | +62.6% | +1,646.9% | +1,102.3% |
| 5Y | +462.2% | -62.8% | +525.0% | +648.0% |
| All | +668.0% | +21.3% | +646.7% | +375.3% |
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