-63.9%
XYZ vs ALL
+143.1%
-207.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.4% |
| 7D | +12.1% | -1.9% | +14.1% | +13.0% |
| 30D | +12.4% | +13.8% | -1.4% | +7.2% |
| 3M | +8.2% | -7.0% | +15.2% | +10.9% |
| 6M | +20.7% | +18.0% | +2.6% | +12.1% |
| YTD | +31.3% | +24.2% | +7.1% | +18.8% |
| 1Y | +20.5% | +31.2% | -10.7% | +6.2% |
| 3Y | +72.6% | +107.5% | -34.9% | +16.1% |
| All | -63.9% | +143.1% | -207.0% | -77.2% |
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