+95.1%
META vs XYZ
+73.8%
+21.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -0.8% | +12.1% | -12.9% | -3.6% |
| 30D | -15.4% | +12.4% | -27.8% | -17.9% |
| 3M | +3.5% | +8.2% | -4.7% | +1.3% |
| 6M | -0.3% | +20.7% | -21.0% | -5.3% |
| YTD | -7.3% | +31.3% | -38.7% | -14.4% |
| 1Y | -1.1% | +20.5% | -21.6% | -7.0% |
| 3Y | +95.1% | +72.6% | +22.4% | +55.7% |
| All | +95.1% | +73.8% | +21.3% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling