+723.7%
NOW vs XYZ
+638.9%
+84.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.7% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | +20.5% | -1.7% | +22.2% | +20.9% |
| 3M | +18.3% | +16.7% | +1.6% | +11.6% |
| 6M | +24.1% | +26.9% | -2.8% | +13.7% |
| YTD | -7.8% | +27.1% | -34.9% | -16.4% |
| 1Y | -21.4% | +9.3% | -30.7% | -25.4% |
| 3Y | +19.5% | +42.3% | -22.7% | -5.4% |
| 5Y | +4.1% | -69.3% | +73.4% | +31.3% |
| 10Y | +826.4% | +586.8% | +239.6% | +358.1% |
| All | +723.7% | +638.9% | +84.7% | +264.2% |
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 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