-63.8%
XYZ vs A
+12.3%
-76.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.6% |
| 30D | +7.0% | +0.8% | +6.2% | +6.2% |
| 3M | +5.1% | +16.9% | -11.8% | -8.0% |
| 6M | +14.1% | +53.8% | -39.7% | -22.7% |
| YTD | +26.4% | +28.1% | -1.7% | 0.0% |
| 1Y | +25.1% | +15.0% | +10.0% | +8.9% |
| 3Y | +59.7% | +63.1% | -3.4% | -12.6% |
| 5Y | -63.8% | +11.5% | -75.3% | -71.3% |
| All | -63.8% | +12.3% | -76.1% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling