+485.5%
META vs XYZ
+638.9%
-153.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +6.7% | -1.0% | +7.7% | +6.9% |
| 30D | +4.8% | -1.7% | +6.5% | +5.1% |
| 3M | -1.6% | +16.7% | -18.4% | -6.4% |
| 6M | -7.5% | +26.9% | -34.3% | -14.6% |
| YTD | -6.4% | +27.1% | -33.5% | -14.6% |
| 1Y | -17.3% | +9.3% | -26.6% | -21.6% |
| 3Y | +109.9% | +42.3% | +67.7% | +71.0% |
| 5Y | +65.4% | -69.3% | +134.7% | +91.0% |
| 10Y | +391.8% | +586.8% | -195.0% | +218.7% |
| All | +485.5% | +638.9% | -153.4% | +285.8% |
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