+593.7%
XYZ vs A
+246.7%
+347.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.2% |
| 7D | -1.0% | -1.9% | +1.0% | +0.8% |
| 30D | -1.7% | +6.9% | -8.6% | -7.5% |
| 3M | +16.7% | +9.2% | +7.5% | +6.9% |
| 6M | +26.9% | +25.7% | +1.2% | 0.0% |
| YTD | +27.1% | +11.5% | +15.6% | +11.6% |
| 1Y | +9.3% | +18.4% | -9.1% | -10.2% |
| 3Y | +42.3% | +26.6% | +15.7% | +1.7% |
| 5Y | -69.3% | -12.8% | -56.5% | -67.4% |
| All | +593.7% | +246.7% | +347.0% | +153.4% |
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