+638.0%
XYZ vs A
+328.7%
+309.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +0.9% |
| 7D | +14.9% | +4.8% | +10.1% | +10.4% |
| 30D | +14.7% | +5.6% | +9.0% | +9.0% |
| 3M | +12.1% | +23.6% | -11.5% | -7.8% |
| 6M | +18.3% | +56.4% | -38.0% | -23.4% |
| YTD | +36.1% | +33.4% | +2.7% | +1.2% |
| 1Y | +35.3% | +23.7% | +11.6% | +7.7% |
| 3Y | +73.5% | +71.0% | +2.5% | -8.0% |
| 5Y | -61.6% | +16.8% | -78.5% | -69.0% |
| 10Y | +638.0% | +323.8% | +314.2% | +132.6% |
| All | +638.0% | +328.7% | +309.3% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling