+18.4%
U vs XYZ
+19.9%
-1.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +15.3% | -10.4% | -2.9% |
| 7D | +7.5% | +16.5% | -9.0% | -1.0% |
| 30D | -7.0% | +15.0% | -22.0% | -13.8% |
| 3M | +20.6% | +3.5% | +17.0% | +17.0% |
| 6M | +53.2% | +21.9% | +31.3% | +35.0% |
| YTD | -3.9% | +34.6% | -38.5% | -17.3% |
| 1Y | +18.4% | +20.7% | -2.4% | +8.8% |
| All | +18.4% | +19.9% | -1.5% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling