+466.9%
V vs XYZ
+634.5%
-167.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.6% |
| 6M | +29.2% | +14.1% | +15.2% | +24.9% |
| YTD | +20.8% | +26.4% | -5.6% | +13.3% |
| 1Y | +25.0% | +25.1% | -0.1% | +17.2% |
| 3Y | +75.3% | +59.7% | +15.6% | +48.1% |
| 5Y | +105.8% | -63.8% | +169.7% | +121.4% |
| 10Y | +451.9% | +592.4% | -140.5% | +203.7% |
| All | +466.9% | +634.5% | -167.6% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling