+253.9%
XLI vs XYZ
+610.4%
-356.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | -4.3% | +2.6% | -0.9% |
| 30D | -7.3% | +1.2% | -8.5% | -7.6% |
| 3M | -1.3% | +14.6% | -16.0% | -3.9% |
| 6M | +2.2% | +22.6% | -20.3% | -1.9% |
| YTD | +11.7% | +21.7% | -10.0% | +6.6% |
| 1Y | +14.3% | +6.7% | +7.6% | +11.1% |
| 3Y | +70.3% | +46.8% | +23.5% | +50.5% |
| 5Y | +82.3% | -68.0% | +150.4% | +95.7% |
| All | +253.9% | +610.4% | -356.5% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling