+5,993.3%
FIX vs XYZ
+573.1%
+5,420.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.1% |
| 7D | +6.1% | +2.9% | +3.2% | +5.3% |
| 30D | -2.7% | +1.4% | -4.1% | -3.2% |
| 3M | -10.9% | +14.6% | -25.5% | -14.3% |
| 6M | +29.0% | +20.8% | +8.2% | +22.1% |
| YTD | +76.9% | +23.1% | +53.8% | +65.0% |
| 1Y | +130.7% | +5.6% | +125.1% | +122.6% |
| 3Y | +790.7% | +50.9% | +739.8% | +676.4% |
| 5Y | +2,185.6% | -68.6% | +2,254.1% | +2,419.1% |
| 10Y | +5,993.3% | +580.0% | +5,413.3% | +3,662.5% |
| All | +5,993.3% | +573.1% | +5,420.2% | +3,662.5% |
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