+954.9%
XLY vs A
+428.5%
+526.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -3.9% | -4.6% | +0.7% | -2.7% |
| 30D | -6.1% | -4.3% | -1.8% | -5.1% |
| 3M | -1.2% | +8.9% | -10.1% | -3.7% |
| 6M | -1.8% | +24.5% | -26.3% | -8.2% |
| YTD | -5.9% | +5.8% | -11.7% | -8.2% |
| 1Y | -3.1% | +16.2% | -19.3% | -8.1% |
| 3Y | +36.0% | +28.5% | +7.5% | +23.9% |
| 5Y | +27.6% | -16.3% | +43.9% | +29.3% |
| 10Y | +216.8% | +244.9% | -28.1% | +124.6% |
| All | +954.9% | +428.5% | +526.4% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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