+44.8%
XLP vs XYZ
+66.0%
-21.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.3% |
| 7D | +2.5% | -1.1% | +3.6% | +2.5% |
| 30D | +7.3% | +11.5% | -4.2% | +6.9% |
| 3M | +8.1% | +1.8% | +6.3% | +7.9% |
| 6M | +10.5% | +21.2% | -10.7% | +9.8% |
| YTD | +21.2% | +29.9% | -8.8% | +20.1% |
| 1Y | +22.7% | +35.8% | -13.0% | +21.4% |
| 3Y | +44.8% | +62.6% | -17.8% | +39.3% |
| All | +44.8% | +66.0% | -21.2% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling