+159.8%
XLB vs XYZ
+610.4%
-450.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.8% | -4.3% | +1.4% | -2.1% |
| 30D | -3.1% | +1.2% | -4.3% | -3.4% |
| 3M | -0.2% | +14.6% | -14.8% | -2.8% |
| 6M | +3.1% | +22.6% | -19.5% | -1.2% |
| YTD | +13.3% | +21.7% | -8.4% | +8.1% |
| 1Y | +12.0% | +6.7% | +5.3% | +8.9% |
| 3Y | +31.4% | +46.8% | -15.4% | +15.6% |
| 5Y | +33.9% | -68.0% | +102.0% | +43.2% |
| All | +159.8% | +610.4% | -450.6% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling