+582.9%
QQQ vs XYZ
+615.2%
-32.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.7% |
| 7D | +1.5% | +2.9% | -1.3% | +0.8% |
| 30D | -0.6% | +1.4% | -2.0% | -1.1% |
| 3M | +0.4% | +14.6% | -14.1% | -3.3% |
| 6M | +20.1% | +20.8% | -0.7% | +13.7% |
| YTD | +17.2% | +23.1% | -5.8% | +9.5% |
| 1Y | +24.7% | +5.6% | +19.0% | +20.3% |
| 3Y | +96.2% | +50.9% | +45.3% | +63.7% |
| 5Y | +94.4% | -68.6% | +162.9% | +117.8% |
| 10Y | +556.7% | +580.0% | -23.3% | +305.8% |
| All | +582.9% | +615.2% | -32.3% | +311.5% |
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