+93.9%
VZ vs XYZ
+638.9%
-545.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +0.1% | -1.0% | +1.0% | +0.1% |
| 30D | +7.9% | -1.7% | +9.6% | +7.9% |
| 3M | +13.6% | +16.7% | -3.1% | +13.0% |
| 6M | +1.1% | +26.9% | -25.8% | +0.2% |
| YTD | +29.3% | +27.1% | +2.1% | +28.0% |
| 1Y | +21.2% | +9.3% | +12.0% | +20.5% |
| 3Y | +75.9% | +42.3% | +33.6% | +70.9% |
| 5Y | +24.1% | -69.3% | +93.4% | +24.5% |
| 10Y | +62.4% | +586.8% | -524.4% | +41.1% |
| All | +93.9% | +638.9% | -545.0% | +69.5% |
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