-29.8%
NOW vs XYZ
+5.0%
-34.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -4.1% | -3.7% | -0.4% | -2.5% |
| 30D | +2.9% | +0.5% | +2.3% | +2.6% |
| 3M | +22.6% | +16.3% | +6.3% | +15.0% |
| 6M | +7.5% | +21.1% | -13.6% | +0.6% |
| YTD | -14.4% | +22.0% | -36.4% | -19.5% |
| 1Y | -29.8% | +5.2% | -34.9% | -31.2% |
| All | -29.8% | +5.0% | -34.8% | -31.2% |
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