+80.4%
XLI vs XYZ
-68.7%
+149.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -2.3% | -5.2% | +2.9% | -1.5% |
| 30D | -8.2% | 0.0% | -8.2% | -8.3% |
| 3M | +0.8% | +18.7% | -17.9% | -2.2% |
| 6M | +0.8% | +20.5% | -19.7% | -2.6% |
| YTD | +10.5% | +21.5% | -11.0% | +6.0% |
| 1Y | +14.1% | +7.2% | +6.9% | +11.2% |
| 3Y | +68.6% | +49.0% | +19.6% | +50.5% |
| 5Y | +80.4% | -68.1% | +148.5% | +81.6% |
| All | +80.4% | -68.7% | +149.1% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling