+3,553.2%
FIX vs XYZ
+597.9%
+2,955.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | +9.4% | -1.1% | +10.5% | +9.7% |
| 30D | -27.8% | +11.5% | -39.3% | -30.1% |
| 3M | -35.6% | +1.8% | -37.3% | -36.5% |
| 6M | -45.2% | +21.2% | -66.4% | -48.5% |
| YTD | +19.5% | +29.9% | -10.5% | +9.1% |
| 1Y | +24.2% | +35.8% | -11.5% | +12.2% |
| 3Y | +494.2% | +62.6% | +431.6% | +406.8% |
| 5Y | +1,036.1% | -62.8% | +1,098.9% | +1,101.6% |
| All | +3,553.2% | +597.9% | +2,955.3% | +2,167.2% |
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