+566.1%
XYZ vs ALL
+376.2%
+189.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -4.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.3% |
| 30D | +7.0% | +12.8% | -5.8% | +0.5% |
| 3M | +5.1% | +4.7% | +0.4% | +2.3% |
| 6M | +14.1% | +24.9% | -10.9% | -0.1% |
| YTD | +26.4% | +30.0% | -3.6% | +7.5% |
| 1Y | +25.1% | +29.9% | -4.9% | +6.2% |
| 3Y | +59.7% | +117.5% | -57.8% | -4.5% |
| 5Y | -63.8% | +161.7% | -225.5% | -81.2% |
| All | +566.1% | +376.2% | +189.8% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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