+3,759.0%
FIX vs XYZ
+637.1%
+3,122.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | +6.4% | -2.2% | +8.6% | +7.1% |
| 30D | -29.1% | +11.6% | -40.7% | -31.4% |
| 3M | -31.1% | +8.4% | -39.6% | -33.2% |
| 6M | -42.8% | +17.2% | -60.0% | -45.8% |
| YTD | +24.6% | +31.7% | -7.1% | +13.5% |
| 1Y | +21.9% | +30.1% | -8.1% | +11.3% |
| 3Y | +524.9% | +66.4% | +458.5% | +430.4% |
| 5Y | +1,092.2% | -62.2% | +1,154.4% | +1,156.5% |
| 10Y | +3,759.0% | +621.5% | +3,137.5% | +2,255.5% |
| All | +3,759.0% | +637.1% | +3,122.0% | +2,255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling