+29.5%
XLB vs XYZ
+19.9%
+9.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +15.3% | -12.8% | +0.7% |
| 7D | +3.9% | +16.5% | -12.6% | +2.0% |
| 30D | +8.9% | +15.0% | -6.1% | +6.9% |
| 3M | +4.1% | +3.5% | +0.6% | +3.3% |
| 6M | +7.3% | +21.9% | -14.6% | +4.5% |
| YTD | +20.4% | +34.6% | -14.2% | +15.7% |
| 1Y | +29.5% | +20.7% | +8.8% | +25.7% |
| All | +29.5% | +19.9% | +9.7% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling