+3,800.0%
FIX vs XYZ
+657.6%
+3,142.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +8.6% |
| 7D | -7.2% | +14.9% | -22.1% | -10.7% |
| 30D | -35.1% | +14.7% | -49.8% | -37.6% |
| 3M | -34.3% | +12.1% | -46.4% | -36.7% |
| 6M | -42.9% | +18.3% | -61.2% | -46.0% |
| YTD | +19.5% | +36.1% | -16.6% | +8.0% |
| 1Y | +16.8% | +35.3% | -18.5% | +5.7% |
| 3Y | +506.7% | +73.5% | +433.2% | +410.5% |
| 5Y | +1,046.7% | -61.6% | +1,108.3% | +1,104.2% |
| 10Y | +3,800.0% | +638.0% | +3,162.0% | +2,360.7% |
| All | +3,800.0% | +657.6% | +3,142.4% | +2,360.7% |
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 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