+203.4%
C vs XYZ
+664.1%
-460.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | -0.4% | +12.6% | -13.0% | -3.2% |
| 30D | -5.2% | +10.8% | -16.0% | -7.6% |
| 3M | -9.1% | +8.4% | -17.4% | -11.1% |
| 6M | -1.6% | +14.3% | -15.9% | -5.3% |
| YTD | +6.9% | +31.5% | -24.5% | -1.2% |
| 1Y | +23.0% | +28.1% | -5.1% | +14.0% |
| 3Y | +216.1% | +66.2% | +150.0% | +164.8% |
| 5Y | +112.2% | -62.3% | +174.6% | +124.8% |
| 10Y | +208.8% | +634.6% | -425.8% | +52.0% |
| All | +203.4% | +664.1% | -460.7% | +35.6% |
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