+46.0%
F vs XYZ
+66.0%
-20.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | 0.0% | +11.5% | -11.5% | -2.5% |
| 3M | -13.2% | +1.8% | -15.0% | -13.8% |
| 6M | -10.2% | +21.2% | -31.4% | -14.2% |
| YTD | -4.9% | +29.9% | -34.9% | -11.3% |
| 1Y | -6.1% | +35.8% | -41.8% | -13.4% |
| 3Y | +46.0% | +62.6% | -16.6% | +5.0% |
| All | +46.0% | +66.0% | -20.0% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling