+584.9%
XYZ vs BG
+111.0%
+473.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.2% |
| 7D | -1.1% | +2.6% | -3.6% | -1.9% |
| 30D | +11.5% | -6.7% | +18.2% | +14.2% |
| 3M | +1.8% | -9.3% | +11.1% | +4.6% |
| 6M | +21.2% | -18.3% | +39.6% | +28.3% |
| YTD | +29.9% | +16.2% | +13.8% | +17.5% |
| 1Y | +35.8% | +7.6% | +28.2% | +26.5% |
| 3Y | +62.6% | +6.6% | +56.0% | +47.2% |
| 5Y | -62.8% | +22.2% | -85.0% | -69.5% |
| All | +584.9% | +111.0% | +473.9% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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