+79.7%
F vs XYZ
+638.9%
-559.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +5.3% | -1.0% | +6.3% | +5.5% |
| 30D | +4.6% | -1.7% | +6.3% | +4.9% |
| 3M | -3.7% | +16.7% | -20.4% | -7.1% |
| 6M | +16.8% | +26.9% | -10.0% | +10.2% |
| YTD | +15.3% | +27.1% | -11.9% | +7.7% |
| 1Y | +31.0% | +9.3% | +21.8% | +25.9% |
| 3Y | +45.4% | +42.3% | +3.2% | +26.0% |
| 5Y | +54.7% | -69.3% | +124.0% | +65.6% |
| 10Y | +98.2% | +586.8% | -488.6% | +14.8% |
| All | +79.7% | +638.9% | -559.2% | +0.1% |
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