-1.7%
XLC vs XYZ
+29.4%
-31.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.6% |
| 7D | +3.7% | -1.1% | +4.8% | +3.9% |
| 30D | -1.9% | +11.5% | -13.4% | -3.8% |
| 3M | -3.1% | +1.8% | -4.9% | -3.8% |
| 6M | -6.4% | +21.2% | -27.6% | -9.2% |
| YTD | -6.8% | +29.9% | -36.8% | -11.3% |
| 1Y | -1.7% | +35.8% | -37.5% | -6.4% |
| All | -1.7% | +29.4% | -31.1% | -6.4% |
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