+39.6%
XLC vs XYZ
-64.0%
+103.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.1% |
| 7D | +3.1% | -2.1% | +5.2% | +3.5% |
| 30D | -4.2% | +7.0% | -11.2% | -5.8% |
| 3M | -2.1% | +5.1% | -7.2% | -3.6% |
| 6M | -6.6% | +14.1% | -20.7% | -9.9% |
| YTD | -7.8% | +26.4% | -34.2% | -14.0% |
| 1Y | -4.1% | +25.1% | -29.2% | -10.5% |
| 3Y | +62.6% | +59.7% | +2.9% | +34.6% |
| 5Y | +39.6% | -63.8% | +103.4% | +46.5% |
| All | +39.6% | -64.0% | +103.6% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling