+1,381.0%
NET vs XYZ
+53.3%
+1,327.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +15.3% | -17.9% | -11.0% |
| 7D | -16.4% | +16.5% | -32.9% | -24.1% |
| 30D | -25.8% | +15.0% | -40.8% | -32.4% |
| 3M | -11.5% | +3.5% | -15.1% | -14.8% |
| 6M | +18.9% | +21.9% | -3.0% | +2.4% |
| YTD | +35.2% | +34.6% | +0.6% | +6.9% |
| 1Y | +14.5% | +20.7% | -6.3% | -4.6% |
| 3Y | +313.8% | +80.0% | +233.8% | +140.6% |
| 5Y | +32.6% | -64.6% | +97.2% | +81.4% |
| All | +1,381.0% | +53.3% | +1,327.7% | +1,214.1% |
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 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