+225.7%
XLE vs XYZ
-69.7%
+295.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.4% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | +12.6% | +1.4% | +11.3% | +12.4% |
| 3M | +11.8% | +14.6% | -2.7% | +10.1% |
| 6M | +16.1% | +20.8% | -4.7% | +13.3% |
| YTD | +46.9% | +23.1% | +23.8% | +42.6% |
| 1Y | +53.3% | +5.6% | +47.6% | +50.8% |
| 3Y | +54.9% | +50.9% | +4.0% | +42.8% |
| 5Y | +225.7% | -68.6% | +294.3% | +232.2% |
| All | +225.7% | -69.7% | +295.4% | +232.2% |
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