+86.5%
T vs XYZ
+655.2%
-568.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.2% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | -3.8% | +11.5% | -15.3% | -4.5% |
| 3M | -8.7% | +1.8% | -10.5% | -9.0% |
| 6M | -8.1% | +21.2% | -29.3% | -9.5% |
| YTD | -6.4% | +29.9% | -36.4% | -8.6% |
| 1Y | -9.8% | +35.8% | -45.5% | -12.1% |
| 3Y | +65.5% | +62.6% | +2.9% | +55.3% |
| 5Y | +57.0% | -62.8% | +119.7% | +58.2% |
| 10Y | +60.8% | +612.0% | -551.2% | +31.0% |
| All | +86.5% | +655.2% | -568.7% | +53.8% |
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