+32.4%
XLY vs B
+190.9%
-158.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -3.9% | -5.0% | +1.2% | -3.3% |
| 30D | -6.1% | +8.7% | -14.8% | -7.1% |
| 3M | -1.2% | +17.3% | -18.5% | -3.2% |
| 6M | -1.8% | -5.0% | +3.3% | -1.9% |
| YTD | -5.9% | +1.4% | -7.3% | -6.9% |
| 1Y | -3.1% | +50.5% | -53.6% | -8.6% |
| All | +32.4% | +190.9% | -158.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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