+948.1%
FIX vs XYZ
-64.1%
+1,012.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.0% |
| 7D | -17.5% | +12.1% | -29.6% | -20.3% |
| 30D | -41.6% | +12.4% | -53.9% | -43.7% |
| 3M | -40.6% | +8.2% | -48.8% | -42.4% |
| 6M | -49.4% | +20.7% | -70.1% | -52.6% |
| YTD | +9.2% | +31.3% | -22.1% | -1.3% |
| 1Y | +6.5% | +20.5% | -14.1% | -1.7% |
| 3Y | +448.7% | +72.6% | +376.1% | +358.2% |
| All | +948.1% | -64.1% | +1,012.2% | +1,010.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling