-7.3%
F vs XYZ
+24.9%
-32.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.2% | -2.2% |
| 7D | -3.9% | -2.1% | -1.8% | -3.5% |
| 30D | -0.5% | +7.0% | -7.5% | -1.7% |
| 3M | -12.9% | +5.1% | -18.0% | -13.7% |
| 6M | +1.5% | +14.1% | -12.5% | -0.5% |
| YTD | -5.0% | +26.4% | -31.4% | -6.7% |
| 1Y | -7.3% | +25.1% | -32.4% | -9.0% |
| All | -7.3% | +24.9% | -32.3% | -9.0% |
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