+494.6%
NOW vs XYZ
+663.2%
-168.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -3.0% | +12.1% | -15.1% | -7.5% |
| 30D | -26.0% | +12.4% | -38.4% | -29.7% |
| 3M | -13.1% | +8.2% | -21.3% | -16.5% |
| 6M | +14.5% | +20.7% | -6.2% | +5.7% |
| YTD | -33.4% | +31.3% | -64.8% | -40.9% |
| 1Y | -40.6% | +20.5% | -61.1% | -45.9% |
| 3Y | -16.3% | +72.6% | -88.9% | -38.5% |
| 5Y | -26.3% | -64.0% | +37.7% | -12.9% |
| 10Y | +512.7% | +601.8% | -89.1% | +197.4% |
| All | +494.6% | +663.2% | -168.6% | +157.5% |
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