+141.3%
XLC vs XYZ
+21.1%
+120.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.7% | -5.2% | +3.5% | -0.5% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | +0.7% | +18.7% | -18.0% | -3.5% |
| 6M | -4.5% | +20.5% | -25.0% | -9.2% |
| YTD | -4.7% | +21.5% | -26.2% | -10.4% |
| 1Y | -1.5% | +7.2% | -8.7% | -5.2% |
| 3Y | +72.2% | +49.0% | +23.3% | +44.1% |
| 5Y | +39.3% | -68.1% | +107.4% | +54.9% |
| All | +141.3% | +21.1% | +120.3% | +59.1% |
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