+147.0%
XLP vs XYZ
+634.5%
-487.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.1% |
| 7D | -0.2% | -2.1% | +1.9% | -0.1% |
| 30D | +8.2% | +7.0% | +1.1% | +7.6% |
| 3M | +7.7% | +5.1% | +2.6% | +7.2% |
| 6M | +9.3% | +14.1% | -4.8% | +8.0% |
| YTD | +19.5% | +26.4% | -6.9% | +16.8% |
| 1Y | +21.0% | +25.1% | -4.1% | +18.3% |
| 3Y | +43.2% | +59.7% | -16.5% | +34.5% |
| 5Y | +42.7% | -63.8% | +106.5% | +44.8% |
| 10Y | +135.7% | +592.4% | -456.7% | +87.6% |
| All | +147.0% | +634.5% | -487.4% | +96.4% |
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