+599.6%
XYZ vs ALL
+370.7%
+228.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.7% | -1.5% | -0.2% | -1.3% |
| 3M | +16.7% | +23.6% | -6.9% | +3.3% |
| 6M | +26.9% | +22.3% | +4.5% | +12.5% |
| YTD | +27.1% | +26.5% | +0.6% | +10.0% |
| 1Y | +9.3% | +27.0% | -17.8% | -6.3% |
| 3Y | +42.3% | +149.6% | -107.3% | -22.5% |
| 5Y | -69.3% | +118.1% | -187.4% | -82.1% |
| All | +599.6% | +370.7% | +228.9% | +143.5% |
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