+14.3%
XLI vs XYZ
+7.1%
+7.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | -4.3% | +2.6% | -1.2% |
| 30D | -7.3% | +1.2% | -8.5% | -7.4% |
| 3M | -1.3% | +14.6% | -16.0% | -3.1% |
| 6M | +2.2% | +22.6% | -20.3% | -0.9% |
| YTD | +11.7% | +21.7% | -10.0% | +8.2% |
| 1Y | +14.3% | +6.7% | +7.6% | +13.4% |
| All | +14.3% | +7.1% | +7.1% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling