+1,449.6%
NET vs XYZ
+44.7%
+1,404.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -7.0% | -1.0% | -6.0% | -6.7% |
| 30D | -4.8% | -1.7% | -3.1% | -4.0% |
| 3M | +3.8% | +16.7% | -12.9% | -5.3% |
| 6M | +50.0% | +26.9% | +23.2% | +27.5% |
| YTD | +41.5% | +27.1% | +14.3% | +17.3% |
| 1Y | +32.8% | +9.3% | +23.6% | +18.8% |
| 3Y | +335.9% | +42.3% | +293.6% | +196.4% |
| 5Y | +113.8% | -69.3% | +183.1% | +219.5% |
| All | +1,449.6% | +44.7% | +1,404.8% | +1,343.0% |
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