+185.7%
XLB vs XYZ
+634.5%
-448.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -0.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | +5.3% | +7.0% | -1.8% | +3.9% |
| 3M | 0.0% | +5.1% | -5.1% | -1.2% |
| 6M | +1.2% | +14.1% | -12.8% | -1.6% |
| YTD | +16.9% | +26.4% | -9.5% | +10.7% |
| 1Y | +20.9% | +25.1% | -4.2% | +14.6% |
| 3Y | +43.3% | +59.7% | -16.4% | +25.1% |
| 5Y | +28.3% | -63.8% | +92.1% | +33.5% |
| 10Y | +165.3% | +592.4% | -427.1% | +68.2% |
| All | +185.7% | +634.5% | -448.8% | +69.0% |
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