+189.5%
XLE vs XYZ
+665.4%
-475.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -0.2% | -2.2% | +1.9% | 0.0% |
| 30D | -4.0% | +11.6% | -15.6% | -5.7% |
| 3M | +4.6% | +8.4% | -3.8% | +2.9% |
| 6M | +12.3% | +17.2% | -4.8% | +8.8% |
| YTD | +44.5% | +31.7% | +12.9% | +36.4% |
| 1Y | +42.4% | +30.1% | +12.4% | +34.4% |
| 3Y | +67.0% | +66.4% | +0.6% | +46.1% |
| 5Y | +161.9% | -62.2% | +224.1% | +171.7% |
| 10Y | +173.9% | +621.5% | -447.7% | +65.1% |
| All | +189.5% | +665.4% | -475.8% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling