+142.5%
XLC vs XYZ
+26.7%
+115.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.8% | -1.0% | +0.1% | -0.7% |
| 30D | +1.0% | -1.7% | +2.8% | +1.3% |
| 3M | -0.7% | +16.7% | -17.4% | -4.5% |
| 6M | -5.1% | +26.9% | -32.0% | -10.9% |
| YTD | -4.3% | +27.1% | -31.4% | -10.9% |
| 1Y | -0.6% | +9.3% | -9.8% | -4.7% |
| 3Y | +72.7% | +42.3% | +30.4% | +46.3% |
| 5Y | +38.0% | -69.3% | +107.3% | +55.1% |
| All | +142.5% | +26.7% | +115.8% | +58.3% |
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