-1.5%
XLY vs BR
-29.1%
+27.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.0% | -1.0% |
| 7D | -2.0% | -5.3% | +3.3% | -1.5% |
| 30D | -3.1% | +6.4% | -9.6% | -3.6% |
| 3M | -1.8% | +13.6% | -15.5% | -2.9% |
| 6M | -0.9% | -6.7% | +5.8% | -0.1% |
| YTD | -3.4% | -21.1% | +17.7% | +1.6% |
| 1Y | -1.5% | -29.6% | +28.0% | +7.4% |
| All | -1.5% | -29.1% | +27.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling