+91.3%
QQQ vs XYZ
+46.5%
+44.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -1.3% | -5.2% | +3.9% | -0.2% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | +2.3% | +18.7% | -16.4% | -1.8% |
| 6M | +16.9% | +20.5% | -3.7% | +11.5% |
| YTD | +15.6% | +21.5% | -5.8% | +9.5% |
| 1Y | +22.6% | +7.2% | +15.4% | +18.9% |
| All | +91.3% | +46.5% | +44.7% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling