+42.0%
XLP vs XYZ
-64.1%
+106.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +0.7% | +12.1% | -11.4% | +0.1% |
| 30D | +10.3% | +12.4% | -2.1% | +9.5% |
| 3M | +6.5% | +8.2% | -1.6% | +6.0% |
| 6M | +8.4% | +20.7% | -12.3% | +7.1% |
| YTD | +18.2% | +31.3% | -13.1% | +15.9% |
| 1Y | +22.4% | +20.5% | +1.9% | +20.6% |
| 3Y | +41.9% | +72.6% | -30.7% | +33.9% |
| All | +42.0% | -64.1% | +106.1% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling