+47.7%
XLE vs XYZ
+29.4%
+18.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.3% |
| 7D | +5.4% | -1.1% | +6.5% | +5.3% |
| 30D | -3.9% | +11.5% | -15.5% | -2.3% |
| 3M | +7.0% | +1.8% | +5.2% | +8.0% |
| 6M | +14.2% | +21.2% | -7.0% | +17.0% |
| YTD | +48.2% | +29.9% | +18.2% | +48.8% |
| 1Y | +47.7% | +35.8% | +11.9% | +48.3% |
| All | +47.7% | +29.4% | +18.3% | +48.3% |
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 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