+65.1%
XLE vs XYZ
+67.7%
-2.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.3% |
| 7D | -7.9% | +14.9% | -22.8% | -8.5% |
| 30D | -4.8% | +14.7% | -19.5% | -5.5% |
| 3M | +8.4% | +12.1% | -3.7% | +7.6% |
| 6M | +12.7% | +18.3% | -5.6% | +11.2% |
| YTD | +41.3% | +36.1% | +5.2% | +36.9% |
| 1Y | +42.3% | +35.3% | +7.0% | +37.8% |
| 3Y | +65.1% | +73.5% | -8.4% | +46.7% |
| All | +65.1% | +67.7% | -2.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling