+448.7%
FIX vs XYZ
+73.8%
+375.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.9% |
| 7D | -17.5% | +12.1% | -29.6% | -21.0% |
| 30D | -41.6% | +12.4% | -53.9% | -44.1% |
| 3M | -40.6% | +8.2% | -48.8% | -42.8% |
| 6M | -49.4% | +20.7% | -70.1% | -53.6% |
| YTD | +9.2% | +31.3% | -22.1% | -4.6% |
| 1Y | +6.5% | +20.5% | -14.1% | -3.9% |
| 3Y | +448.7% | +72.6% | +376.1% | +322.5% |
| All | +448.7% | +73.8% | +375.0% | +322.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling