-38.4%
U vs XYZ
-46.3%
+7.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | 0.0% | -5.2% | +5.1% | +3.7% |
| 30D | -4.1% | 0.0% | -4.1% | -4.8% |
| 3M | +57.8% | +18.7% | +39.1% | +37.3% |
| 6M | +103.5% | +20.5% | +83.0% | +74.2% |
| YTD | -4.8% | +21.5% | -26.2% | -19.7% |
| 1Y | -2.4% | +7.2% | -9.6% | -10.7% |
| 3Y | +11.7% | +49.0% | -37.3% | -32.1% |
| 5Y | -68.9% | -68.1% | -0.8% | -43.4% |
| All | -38.4% | -46.3% | +7.9% | -37.3% |
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