+67.1%
V vs XYZ
-69.7%
+136.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.2% |
| 7D | -1.1% | +2.9% | -3.9% | -1.6% |
| 30D | +1.9% | +1.4% | +0.5% | +1.6% |
| 3M | +15.5% | +14.6% | +1.0% | +12.7% |
| 6M | +16.6% | +20.8% | -4.1% | +12.3% |
| YTD | +5.7% | +23.1% | -17.3% | +1.0% |
| 1Y | +8.6% | +5.6% | +2.9% | +6.0% |
| 3Y | +52.5% | +50.9% | +1.6% | +34.2% |
| 5Y | +67.1% | -68.6% | +135.7% | +87.4% |
| All | +67.1% | -69.7% | +136.9% | +87.4% |
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