+177.2%
XLU vs XYZ
+606.0%
-428.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.2% | -5.2% | +4.0% | -0.8% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | -2.7% | +18.7% | -21.4% | -4.2% |
| 6M | -7.5% | +20.5% | -28.0% | -9.2% |
| YTD | +0.9% | +21.5% | -20.5% | -1.4% |
| 1Y | +3.3% | +7.2% | -3.9% | +1.8% |
| 3Y | +47.3% | +49.0% | -1.7% | +37.8% |
| 5Y | +44.4% | -68.1% | +112.5% | +48.3% |
| 10Y | +140.8% | +601.6% | -460.8% | +93.9% |
| All | +177.2% | +606.0% | -428.8% | +124.7% |
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