+11.9%
U vs XYZ
+47.2%
-35.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +4.4% | -3.7% | +8.1% | +6.4% |
| 30D | -1.3% | +0.5% | -1.8% | -2.0% |
| 3M | +49.6% | +16.3% | +33.3% | +36.2% |
| 6M | +100.2% | +21.1% | +79.0% | +78.2% |
| YTD | -3.7% | +22.0% | -25.7% | -14.7% |
| 1Y | -6.5% | +5.2% | -11.7% | -10.7% |
| All | +11.9% | +47.2% | -35.3% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling