+1,258.4%
NET vs XYZ
+47.0%
+1,211.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -6.0% |
| 7D | -21.2% | +9.2% | -30.4% | -25.7% |
| 30D | -31.1% | +9.8% | -40.9% | -35.5% |
| 3M | -16.5% | -0.2% | -16.3% | -17.9% |
| 6M | 0.0% | +18.0% | -17.9% | -12.2% |
| YTD | +24.0% | +29.1% | -5.1% | +0.4% |
| 1Y | +7.0% | +14.1% | -7.1% | -7.8% |
| 3Y | +279.6% | +72.6% | +206.9% | +126.2% |
| 5Y | +24.0% | -64.6% | +88.6% | +70.4% |
| All | +1,258.4% | +47.0% | +1,211.4% | +1,135.0% |
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