+621.5%
XYZ vs A
+308.8%
+312.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -2.2% | -0.1% | -2.1% | -2.0% |
| 30D | +11.6% | +3.3% | +8.3% | +8.2% |
| 3M | +8.4% | +18.5% | -10.1% | -7.5% |
| 6M | +17.2% | +59.3% | -42.1% | -25.5% |
| YTD | +31.7% | +31.0% | +0.7% | -0.6% |
| 1Y | +30.1% | +19.3% | +10.7% | +7.0% |
| 3Y | +66.4% | +66.8% | -0.4% | -9.8% |
| 5Y | -62.2% | +15.5% | -77.6% | -69.2% |
| 10Y | +621.5% | +312.3% | +309.2% | +121.5% |
| All | +621.5% | +308.8% | +312.7% | +121.5% |
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