+3,450.7%
FIX vs XYZ
+663.2%
+2,787.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.1% |
| 7D | -17.5% | +12.1% | -29.6% | -20.0% |
| 30D | -41.6% | +12.4% | -53.9% | -43.5% |
| 3M | -40.6% | +8.2% | -48.8% | -42.2% |
| 6M | -49.4% | +20.7% | -70.1% | -52.2% |
| YTD | +9.2% | +31.3% | -22.1% | +0.1% |
| 1Y | +6.5% | +20.5% | -14.1% | -0.7% |
| 3Y | +448.7% | +72.6% | +376.1% | +367.8% |
| 5Y | +948.7% | -64.0% | +1,012.7% | +1,004.4% |
| 10Y | +3,659.7% | +601.8% | +3,057.9% | +2,388.3% |
| All | +3,450.7% | +663.2% | +2,787.5% | +2,213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling