+179.0%
XLV vs XYZ
+607.2%
-428.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.3% | +0.7% | -3.1% |
| 30D | -1.8% | +1.2% | -3.0% | -2.0% |
| 3M | +7.8% | +14.6% | -6.9% | +5.9% |
| 6M | +9.1% | +22.6% | -13.5% | +6.0% |
| YTD | +7.7% | +21.7% | -14.0% | +4.3% |
| 1Y | +20.4% | +6.7% | +13.7% | +18.1% |
| 3Y | +30.8% | +46.8% | -16.1% | +19.2% |
| 5Y | +34.6% | -68.0% | +102.7% | +41.4% |
| 10Y | +173.4% | +602.8% | -429.5% | +91.9% |
| All | +179.0% | +607.2% | -428.3% | +91.3% |
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