+404.9%
V vs XYZ
+638.9%
-234.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | +2.0% | -1.7% | +3.7% | +2.2% |
| 3M | +17.4% | +16.7% | +0.6% | +13.3% |
| 6M | +17.5% | +26.9% | -9.4% | +11.1% |
| YTD | +7.6% | +27.1% | -19.6% | +1.0% |
| 1Y | +7.7% | +9.3% | -1.5% | +3.8% |
| 3Y | +54.7% | +42.3% | +12.4% | +33.6% |
| 5Y | +73.0% | -69.3% | +142.4% | +93.6% |
| 10Y | +390.9% | +586.8% | -196.0% | +170.8% |
| All | +404.9% | +638.9% | -234.0% | +165.7% |
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