+44.2%
XLU vs XYZ
-68.2%
+112.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -4.3% | +2.7% | -1.3% |
| 30D | -3.3% | +1.2% | -4.5% | -3.4% |
| 3M | -3.2% | +14.6% | -17.8% | -4.1% |
| 6M | -7.0% | +22.6% | -29.5% | -8.5% |
| YTD | +0.6% | +21.7% | -21.1% | -1.2% |
| 1Y | +2.4% | +6.7% | -4.3% | +1.3% |
| 3Y | +46.3% | +46.8% | -0.6% | +38.3% |
| All | +44.2% | -68.2% | +112.4% | +35.8% |
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