+239.9%
C vs XYZ
+638.9%
-399.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +3.6% | -1.0% | +4.6% | +3.8% |
| 30D | +0.1% | -1.7% | +1.8% | +0.3% |
| 3M | +2.4% | +16.7% | -14.3% | -1.5% |
| 6M | +24.9% | +26.9% | -1.9% | +17.5% |
| YTD | +19.8% | +27.1% | -7.3% | +11.8% |
| 1Y | +44.9% | +9.3% | +35.6% | +39.2% |
| 3Y | +263.0% | +42.3% | +220.7% | +214.4% |
| 5Y | +129.5% | -69.3% | +198.8% | +154.6% |
| 10Y | +291.6% | +586.8% | -295.2% | +95.8% |
| All | +239.9% | +638.9% | -399.0% | +53.6% |
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