+207.0%
C vs XYZ
+597.9%
-390.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.7% |
| 7D | +4.2% | -1.1% | +5.2% | +4.4% |
| 30D | +2.0% | +11.5% | -9.5% | -0.8% |
| 3M | -10.1% | +1.8% | -11.9% | -10.9% |
| 6M | +1.0% | +21.2% | -20.2% | -4.2% |
| YTD | +8.5% | +29.9% | -21.5% | +0.3% |
| 1Y | +25.7% | +35.8% | -10.0% | +14.9% |
| 3Y | +216.0% | +62.6% | +153.4% | +165.0% |
| 5Y | +112.3% | -62.8% | +175.1% | +126.1% |
| All | +207.0% | +597.9% | -390.8% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling