+164.2%
XLB vs XYZ
+597.9%
-433.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | +0.5% | -1.1% | +1.6% | +0.7% |
| 30D | +5.2% | +11.5% | -6.4% | +3.0% |
| 3M | +0.3% | +1.8% | -1.5% | -0.3% |
| 6M | +1.2% | +21.2% | -20.0% | -2.8% |
| YTD | +16.6% | +29.9% | -13.3% | +9.7% |
| 1Y | +21.4% | +35.8% | -14.3% | +13.2% |
| 3Y | +43.2% | +62.6% | -19.4% | +23.8% |
| 5Y | +28.0% | -62.8% | +90.8% | +33.3% |
| All | +164.2% | +597.9% | -433.7% | +61.3% |
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