-62.3%
XYZ vs ALL
+157.6%
-220.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.4% |
| 7D | +12.6% | -0.1% | +12.8% | +12.7% |
| 30D | +10.8% | +13.8% | -3.0% | +5.7% |
| 3M | +8.4% | -2.8% | +11.1% | +9.2% |
| 6M | +14.3% | +23.7% | -9.3% | +4.3% |
| YTD | +31.5% | +27.3% | +4.2% | +17.9% |
| 1Y | +28.1% | +30.5% | -2.4% | +13.4% |
| 3Y | +66.2% | +113.0% | -46.8% | +10.8% |
| 5Y | -62.3% | +157.6% | -219.9% | -76.7% |
| All | -62.3% | +157.6% | -220.0% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling