+89.2%
TER vs XYZ
-62.9%
+152.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.3% |
| 7D | +5.9% | -2.2% | +8.1% | +6.9% |
| 30D | -30.8% | +11.6% | -42.3% | -33.6% |
| 3M | -29.9% | +8.4% | -38.4% | -32.4% |
| 6M | -27.5% | +17.2% | -44.6% | -32.3% |
| YTD | +37.5% | +31.7% | +5.8% | +21.4% |
| 1Y | +50.3% | +30.1% | +20.2% | +32.9% |
| 3Y | +204.9% | +66.4% | +138.4% | +131.2% |
| 5Y | +89.2% | -62.2% | +151.3% | +119.2% |
| All | +89.2% | -62.9% | +152.1% | +119.2% |
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