+22.4%
XLP vs XYZ
+28.4%
-6.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +0.3% |
| 7D | +2.3% | +12.6% | -10.3% | +1.9% |
| 30D | +9.1% | +10.8% | -1.7% | +8.6% |
| 3M | +7.9% | +8.4% | -0.5% | +7.4% |
| 6M | +9.6% | +14.3% | -4.7% | +9.3% |
| YTD | +19.4% | +31.5% | -12.0% | +18.6% |
| 1Y | +22.4% | +28.1% | -5.7% | +21.5% |
| All | +22.4% | +28.4% | -6.1% | +21.5% |
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