+1,802.9%
TER vs XYZ
+609.1%
+1,193.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +9.4% | -5.2% | +14.5% | +11.3% |
| 30D | -2.4% | 0.0% | -2.4% | -2.7% |
| 3M | +6.5% | +18.7% | -12.1% | -0.5% |
| 6M | +23.2% | +20.5% | +2.6% | +13.9% |
| YTD | +91.5% | +21.5% | +70.0% | +73.7% |
| 1Y | +214.8% | +7.2% | +207.6% | +196.3% |
| 3Y | +275.3% | +49.0% | +226.4% | +192.6% |
| 5Y | +211.9% | -68.1% | +280.0% | +277.5% |
| All | +1,802.9% | +609.1% | +1,193.8% | +805.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling