+52.8%
F vs XYZ
+664.1%
-611.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | 0.0% |
| 7D | +1.0% | +12.6% | -11.6% | -1.8% |
| 30D | +2.1% | +10.8% | -8.7% | -0.3% |
| 3M | -10.3% | +8.4% | -18.6% | -12.1% |
| 6M | +3.3% | +14.3% | -11.1% | -0.4% |
| YTD | -2.0% | +31.5% | -33.5% | -9.3% |
| 1Y | -2.3% | +28.1% | -30.4% | -9.2% |
| 3Y | +49.9% | +66.2% | -16.3% | +25.8% |
| 5Y | -12.5% | -62.3% | +49.9% | -9.7% |
| 10Y | +74.3% | +634.6% | -560.3% | -0.5% |
| All | +52.8% | +664.1% | -611.4% | -15.7% |
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