+37.6%
XLC vs XYZ
-69.0%
+106.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.4% | -3.7% | +2.3% | -0.6% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | -0.3% | +16.3% | -16.6% | -3.8% |
| 6M | -5.2% | +21.1% | -26.3% | -9.7% |
| YTD | -5.3% | +22.0% | -27.3% | -10.7% |
| 1Y | -2.8% | +5.2% | -8.0% | -5.8% |
| 3Y | +71.2% | +49.6% | +21.6% | +43.8% |
| 5Y | +37.6% | -68.4% | +106.0% | +48.2% |
| All | +37.6% | -69.0% | +106.6% | +48.2% |
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