+14.5%
FIX vs XYZ
+32.9%
-18.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +9.3% |
| 7D | -7.2% | +14.9% | -22.1% | -7.1% |
| 30D | -35.1% | +14.7% | -49.8% | -35.0% |
| 3M | -34.3% | +12.1% | -46.4% | -34.1% |
| 6M | -42.9% | +18.3% | -61.2% | -43.6% |
| YTD | +19.5% | +36.1% | -16.6% | +16.0% |
| All | +14.5% | +32.9% | -18.4% | +12.2% |
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 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