+128.0%
XLP vs XYZ
+638.9%
-511.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 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% | +2.6% |
| 6M | -1.7% | +26.9% | -28.6% | -3.6% |
| YTD | +10.3% | +27.1% | -16.9% | +7.8% |
| 1Y | +7.8% | +9.3% | -1.5% | +6.4% |
| 3Y | +27.2% | +42.3% | -15.1% | +20.4% |
| 5Y | +32.5% | -69.3% | +101.8% | +36.3% |
| 10Y | +101.8% | +586.8% | -485.0% | +60.7% |
| All | +128.0% | +638.9% | -511.0% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling