+30.8%
XLV vs XYZ
+46.8%
-16.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.3% | +0.7% | -3.2% |
| 30D | -1.8% | +1.2% | -3.0% | -2.0% |
| 3M | +7.8% | +14.6% | -6.9% | +6.6% |
| 6M | +9.1% | +22.6% | -13.5% | +7.1% |
| YTD | +7.7% | +21.7% | -14.0% | +5.6% |
| 1Y | +20.4% | +6.7% | +13.7% | +18.9% |
| 3Y | +30.8% | +46.8% | -16.1% | +22.1% |
| All | +30.8% | +46.8% | -16.0% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling