+276.6%
XLI vs XYZ
+608.9%
-332.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -0.6% | -3.7% | +3.1% | 0.0% |
| 30D | -6.9% | +0.5% | -7.5% | -7.1% |
| 3M | -1.9% | +16.3% | -18.2% | -4.6% |
| 6M | +1.0% | +21.1% | -20.1% | -2.7% |
| YTD | +11.3% | +22.0% | -10.7% | +6.4% |
| 1Y | +15.8% | +5.2% | +10.7% | +13.0% |
| 3Y | +69.8% | +49.6% | +20.2% | +50.5% |
| 5Y | +80.9% | -68.4% | +149.3% | +93.1% |
| 10Y | +257.2% | +604.5% | -347.3% | +129.6% |
| All | +276.6% | +608.9% | -332.3% | +134.2% |
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