+59.9%
VEA vs XYZ
-68.2%
+128.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.5% | -4.3% | +2.8% | -0.8% |
| 30D | -0.8% | +1.2% | -2.0% | -1.1% |
| 3M | +2.5% | +14.6% | -12.2% | +0.1% |
| 6M | +11.1% | +22.6% | -11.4% | +7.2% |
| YTD | +17.2% | +21.7% | -4.5% | +12.6% |
| 1Y | +24.5% | +6.7% | +17.8% | +21.6% |
| 3Y | +75.4% | +46.8% | +28.6% | +56.3% |
| All | +59.9% | -68.2% | +128.0% | +64.2% |
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