-74.5%
U vs XYZ
-64.0%
-10.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +3.9% |
| 7D | +2.8% | -2.1% | +4.9% | +4.2% |
| 30D | +7.6% | +7.0% | +0.6% | +1.0% |
| 3M | +12.7% | +5.1% | +7.6% | +6.1% |
| 6M | +87.0% | +14.1% | +72.9% | +64.3% |
| YTD | +13.6% | +26.4% | -12.8% | -8.8% |
| 1Y | +25.3% | +25.1% | +0.2% | +0.4% |
| 3Y | +85.8% | +59.7% | +26.1% | +3.0% |
| 5Y | -74.5% | -63.8% | -10.7% | -50.5% |
| All | -74.5% | -64.0% | -10.5% | -50.5% |
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