+28.4%
XLY vs ALL
+115.3%
-86.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | -2.7% | +16.0% | -18.7% | -6.0% |
| 6M | -0.6% | +24.6% | -25.2% | -5.8% |
| YTD | -5.0% | +23.7% | -28.7% | -10.0% |
| 1Y | -4.1% | +27.7% | -31.8% | -10.1% |
| 3Y | +33.6% | +150.2% | -116.6% | +2.4% |
| All | +28.4% | +115.3% | -86.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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