+105.9%
C vs XYZ
-64.1%
+170.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -2.4% | +12.1% | -14.5% | -5.0% |
| 30D | -6.0% | +12.4% | -18.4% | -8.6% |
| 3M | -10.5% | +8.2% | -18.7% | -12.5% |
| 6M | -5.7% | +20.7% | -26.4% | -10.3% |
| YTD | +4.1% | +31.3% | -27.2% | -3.6% |
| 1Y | +20.5% | +20.5% | 0.0% | +13.3% |
| 3Y | +208.1% | +72.6% | +135.5% | +157.5% |
| All | +105.9% | -64.1% | +170.0% | +99.9% |
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