+469.5%
V vs XYZ
+664.1%
-194.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.9% |
| 7D | +0.6% | +12.6% | -12.0% | -2.0% |
| 30D | +9.7% | +10.8% | -1.1% | +7.3% |
| 3M | +17.3% | +8.4% | +8.9% | +15.0% |
| 6M | +33.2% | +14.3% | +18.9% | +28.7% |
| YTD | +21.3% | +31.5% | -10.1% | +12.9% |
| 1Y | +27.3% | +28.1% | -0.8% | +18.9% |
| 3Y | +76.1% | +66.2% | +9.9% | +47.6% |
| 5Y | +103.5% | -62.3% | +165.8% | +117.1% |
| 10Y | +454.5% | +634.6% | -180.1% | +202.0% |
| All | +469.5% | +664.1% | -194.6% | +196.9% |
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