+595.6%
BX vs XYZ
+615.2%
-19.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.6% |
| 7D | -2.0% | +2.9% | -4.8% | -2.9% |
| 30D | -2.3% | +1.4% | -3.7% | -2.8% |
| 3M | +18.5% | +14.6% | +4.0% | +13.1% |
| 6M | +23.7% | +20.8% | +3.0% | +15.9% |
| YTD | -10.4% | +23.1% | -33.4% | -17.3% |
| 1Y | -19.6% | +5.6% | -25.2% | -22.8% |
| 3Y | +30.8% | +50.9% | -20.1% | +6.7% |
| 5Y | +24.3% | -68.6% | +92.9% | +43.2% |
| 10Y | +679.5% | +580.0% | +99.5% | +310.5% |
| All | +595.6% | +615.2% | -19.6% | +220.2% |
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 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