+5,519.5%
FIX vs XYZ
+638.9%
+4,880.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +6.0% | -1.0% | +7.0% | +6.2% |
| 30D | -7.2% | -1.7% | -5.5% | -7.1% |
| 3M | -15.9% | +16.7% | -32.6% | -19.1% |
| 6M | +12.7% | +26.9% | -14.1% | +5.9% |
| YTD | +72.8% | +27.1% | +45.6% | +60.8% |
| 1Y | +122.9% | +9.3% | +113.6% | +114.0% |
| 3Y | +774.3% | +42.3% | +732.0% | +677.4% |
| 5Y | +2,049.5% | -69.3% | +2,118.8% | +2,247.8% |
| 10Y | +5,821.5% | +586.8% | +5,234.6% | +3,874.8% |
| All | +5,519.5% | +638.9% | +4,880.6% | +3,618.1% |
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