+851.9%
XLK vs XYZ
+606.0%
+245.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.4% | -5.2% | +4.8% | +0.9% |
| 30D | -0.5% | 0.0% | -0.5% | -0.6% |
| 3M | +5.0% | +18.7% | -13.7% | 0.0% |
| 6M | +32.9% | +20.5% | +12.3% | +25.7% |
| YTD | +29.0% | +21.5% | +7.5% | +20.7% |
| 1Y | +37.8% | +7.2% | +30.6% | +32.5% |
| 3Y | +118.7% | +49.0% | +69.7% | +82.7% |
| 5Y | +145.6% | -68.1% | +213.7% | +176.3% |
| 10Y | +791.5% | +601.6% | +189.9% | +441.0% |
| All | +851.9% | +606.0% | +245.9% | +465.1% |
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