+25.3%
F vs XYZ
+6.7%
+18.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.8% |
| 7D | +1.2% | +2.9% | -1.7% | +0.8% |
| 30D | +1.2% | +1.4% | -0.2% | +1.1% |
| 3M | -5.7% | +14.6% | -20.2% | -7.2% |
| 6M | +17.9% | +20.8% | -2.8% | +15.0% |
| YTD | +10.4% | +23.1% | -12.7% | +8.9% |
| 1Y | +25.3% | +5.6% | +19.7% | +26.2% |
| All | +25.3% | +6.7% | +18.6% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling