+250.2%
XLF vs XYZ
+615.2%
-365.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.8% |
| 7D | +0.2% | +2.9% | -2.7% | -0.3% |
| 30D | -0.5% | +1.4% | -1.9% | -0.9% |
| 3M | +10.6% | +14.6% | -3.9% | +7.8% |
| 6M | +14.3% | +20.8% | -6.5% | +10.0% |
| YTD | +5.5% | +23.1% | -17.5% | +0.6% |
| 1Y | +9.6% | +5.6% | +3.9% | +6.8% |
| 3Y | +75.2% | +50.9% | +24.3% | +54.3% |
| 5Y | +65.5% | -68.6% | +134.1% | +76.9% |
| 10Y | +246.4% | +580.0% | -333.5% | +113.8% |
| All | +250.2% | +615.2% | -365.0% | +106.8% |
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 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