+102.9%
XLP vs XYZ
+573.1%
-470.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.4% |
| 7D | -1.4% | +2.9% | -4.3% | -1.7% |
| 30D | -1.3% | +1.4% | -2.7% | -1.4% |
| 3M | +1.8% | +14.6% | -12.7% | +0.7% |
| 6M | -0.8% | +20.8% | -21.6% | -2.5% |
| YTD | +9.5% | +23.1% | -13.5% | +7.3% |
| 1Y | +7.2% | +5.6% | +1.5% | +5.9% |
| 3Y | +27.1% | +50.9% | -23.8% | +19.3% |
| 5Y | +32.0% | -68.6% | +100.6% | +36.2% |
| 10Y | +102.9% | +580.0% | -477.1% | +47.0% |
| All | +102.9% | +573.1% | -470.2% | +47.0% |
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