+425.7%
META vs XYZ
+657.6%
-231.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.0% |
| 7D | +5.7% | +14.9% | -9.2% | +0.8% |
| 30D | -10.8% | +14.7% | -25.4% | -14.9% |
| 3M | +8.4% | +12.1% | -3.7% | +4.0% |
| 6M | +5.4% | +18.3% | -12.9% | -1.2% |
| YTD | -2.6% | +36.1% | -38.6% | -14.0% |
| 1Y | +3.5% | +35.3% | -31.8% | -8.9% |
| 3Y | +102.0% | +73.5% | +28.5% | +51.6% |
| 5Y | +93.1% | -61.6% | +154.7% | +113.3% |
| 10Y | +425.7% | +638.0% | -212.3% | +192.6% |
| All | +425.7% | +657.6% | -231.9% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling