+181.3%
XLE vs XYZ
+580.4%
-399.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +0.3% | -3.7% | +4.0% | +0.8% |
| 30D | +8.5% | +0.5% | +8.0% | +8.3% |
| 3M | +14.6% | +16.3% | -1.6% | +11.6% |
| 6M | +17.6% | +21.1% | -3.6% | +13.2% |
| YTD | +48.1% | +22.0% | +26.1% | +41.7% |
| 1Y | +53.8% | +5.2% | +48.6% | +49.8% |
| 3Y | +56.2% | +49.6% | +6.6% | +38.3% |
| 5Y | +227.7% | -68.4% | +296.2% | +253.1% |
| 10Y | +181.3% | +604.5% | -423.2% | +80.2% |
| All | +181.3% | +580.4% | -399.1% | +80.2% |
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 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