+476.5%
V vs XYZ
+578.7%
-102.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | +0.2% |
| 7D | -0.4% | -2.1% | +1.8% | 0.0% |
| 30D | +6.3% | +7.0% | -0.7% | +4.6% |
| 3M | +17.2% | +5.1% | +12.1% | +15.5% |
| 6M | +29.2% | +14.1% | +15.2% | +24.7% |
| YTD | +20.8% | +26.4% | -5.6% | +13.0% |
| 1Y | +25.0% | +25.1% | -0.1% | +16.9% |
| 3Y | +75.3% | +59.7% | +15.6% | +46.9% |
| 5Y | +105.8% | -63.8% | +169.7% | +123.9% |
| All | +476.5% | +578.7% | -102.2% | +189.5% |
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 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