-40.3%
NOW vs XYZ
+29.3%
-69.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -5.6% | -2.2% | -3.4% | -4.7% |
| 30D | -26.8% | +11.6% | -38.4% | -30.3% |
| 3M | -19.4% | +8.4% | -27.8% | -22.5% |
| 6M | +12.3% | +17.2% | -4.8% | +4.5% |
| YTD | -32.9% | +31.7% | -64.6% | -38.8% |
| 1Y | -40.3% | +30.1% | -70.4% | -45.6% |
| All | -40.3% | +29.3% | -69.6% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling