+190.9%
XLE vs XYZ
+638.9%
-448.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | +11.8% | -1.7% | +13.5% | +11.9% |
| 3M | +9.8% | +16.7% | -6.9% | +7.0% |
| 6M | +15.6% | +26.9% | -11.3% | +10.7% |
| YTD | +45.3% | +27.1% | +18.1% | +38.3% |
| 1Y | +48.3% | +9.3% | +39.1% | +43.8% |
| 3Y | +55.4% | +42.3% | +13.2% | +39.2% |
| 5Y | +216.1% | -69.3% | +285.4% | +240.6% |
| 10Y | +178.4% | +586.8% | -408.4% | +69.4% |
| All | +190.9% | +638.9% | -448.0% | +64.6% |
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