+34.1%
XLP vs XYZ
-69.4%
+103.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.0% | -1.0% | 0.0% | -1.0% |
| 30D | -0.9% | -1.7% | +0.8% | -0.8% |
| 3M | +3.8% | +16.7% | -12.9% | +2.9% |
| 6M | -1.7% | +26.9% | -28.6% | -3.2% |
| YTD | +10.3% | +27.1% | -16.9% | +8.4% |
| 1Y | +7.8% | +9.3% | -1.5% | +6.8% |
| 3Y | +27.2% | +42.3% | -15.1% | +21.6% |
| All | +34.1% | -69.4% | +103.4% | +28.2% |
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