+65.7%
T vs XYZ
-68.6%
+134.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -3.1% | -3.7% | +0.6% | -2.9% |
| 30D | +4.6% | +0.5% | +4.0% | +4.5% |
| 3M | +12.2% | +16.3% | -4.0% | +11.3% |
| 6M | -6.5% | +21.1% | -27.6% | -7.5% |
| YTD | +4.9% | +22.0% | -17.1% | +3.5% |
| 1Y | -10.5% | +5.2% | -15.6% | -11.1% |
| 3Y | +104.6% | +49.6% | +55.0% | +93.3% |
| All | +65.7% | -68.6% | +134.3% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling