+150.2%
XLE vs XYZ
-62.9%
+213.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.2% |
| 7D | -7.9% | +14.9% | -22.8% | -9.0% |
| 30D | -4.8% | +14.7% | -19.5% | -6.1% |
| 3M | +8.4% | +12.1% | -3.7% | +7.0% |
| 6M | +12.7% | +18.3% | -5.6% | +10.4% |
| YTD | +41.3% | +36.1% | +5.2% | +35.7% |
| 1Y | +42.3% | +35.3% | +7.0% | +36.6% |
| 3Y | +65.1% | +73.5% | -8.4% | +50.1% |
| 5Y | +150.2% | -61.6% | +211.8% | +165.8% |
| All | +150.2% | -62.9% | +213.0% | +165.8% |
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