-8.4%
T vs XYZ
+4.3%
-12.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -2.4% | -5.2% | +2.7% | -2.7% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +11.6% | +18.7% | -7.1% | +12.7% |
| 6M | -5.6% | +20.5% | -26.1% | -4.3% |
| YTD | +6.6% | +21.5% | -14.9% | +8.7% |
| 1Y | -8.4% | +7.2% | -15.6% | -5.7% |
| All | -8.4% | +4.3% | -12.7% | -5.7% |
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