+136.0%
GOOG vs XYZ
-68.2%
+204.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | 0.0% | -4.3% | +4.3% | +1.1% |
| 30D | -2.0% | +1.2% | -3.1% | -2.4% |
| 3M | -5.9% | +14.6% | -20.5% | -9.3% |
| 6M | +8.9% | +22.6% | -13.7% | +2.8% |
| YTD | +7.1% | +21.7% | -14.6% | +0.3% |
| 1Y | +39.7% | +6.7% | +33.0% | +34.4% |
| 3Y | +145.8% | +46.8% | +99.0% | +105.1% |
| All | +136.0% | -68.2% | +204.2% | +147.7% |
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