+102.9%
T vs XYZ
+47.2%
+55.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | -3.1% | -3.7% | +0.6% | -3.1% |
| 30D | +4.6% | +0.5% | +4.0% | +4.6% |
| 3M | +12.2% | +16.3% | -4.0% | +12.3% |
| 6M | -6.5% | +21.1% | -27.6% | -6.3% |
| YTD | +4.9% | +22.0% | -17.1% | +5.3% |
| 1Y | -10.5% | +5.2% | -15.6% | -10.0% |
| All | +102.9% | +47.2% | +55.7% | +90.9% |
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