+16.3%
FIX vs XYZ
+24.9%
-8.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.6% |
| 7D | +17.0% | -2.1% | +19.1% | +17.2% |
| 30D | -30.6% | +7.0% | -37.6% | -30.3% |
| 3M | -35.0% | +5.1% | -40.1% | -34.7% |
| 6M | -44.0% | +14.1% | -58.0% | -44.8% |
| YTD | +21.1% | +26.4% | -5.2% | +18.0% |
| 1Y | +16.3% | +25.1% | -8.8% | +13.6% |
| All | +16.3% | +24.9% | -8.7% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling