+1.0%
XLU vs XYZ
+19.9%
-18.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +15.3% | -14.9% | +0.6% |
| 7D | +2.6% | +16.5% | -13.9% | +2.8% |
| 30D | +9.1% | +15.0% | -5.8% | +9.3% |
| 3M | -0.4% | +3.5% | -3.9% | -0.5% |
| 6M | -4.7% | +21.9% | -26.5% | -4.2% |
| YTD | +4.3% | +34.6% | -30.3% | +4.8% |
| 1Y | +1.0% | +20.7% | -19.7% | +1.6% |
| All | +1.0% | +19.9% | -18.9% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling