+113.5%
T vs XYZ
+638.9%
-525.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -1.3% | -1.0% | -0.3% | -1.2% |
| 30D | +11.4% | -1.7% | +13.1% | +11.4% |
| 3M | +14.3% | +16.7% | -2.5% | +13.0% |
| 6M | -9.3% | +26.9% | -36.1% | -10.9% |
| YTD | +7.1% | +27.1% | -20.0% | +4.9% |
| 1Y | -9.1% | +9.3% | -18.3% | -10.2% |
| 3Y | +105.3% | +42.3% | +63.1% | +94.5% |
| 5Y | +66.8% | -69.3% | +136.1% | +70.6% |
| 10Y | +66.8% | +586.8% | -520.0% | +36.2% |
| All | +113.5% | +638.9% | -525.4% | +76.5% |
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