+604.5%
XYZ vs BG
+160.3%
+444.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | +0.5% | -4.2% | -4.0% |
| 30D | +0.5% | +10.3% | -9.8% | -3.4% |
| 3M | +16.3% | -1.9% | +18.2% | +15.8% |
| 6M | +21.1% | +5.2% | +15.9% | +16.3% |
| YTD | +22.0% | +41.2% | -19.2% | +3.1% |
| 1Y | +5.2% | +50.5% | -45.4% | -14.3% |
| 3Y | +49.6% | +19.9% | +29.7% | +30.8% |
| 5Y | -68.4% | +86.7% | -155.1% | -78.5% |
| 10Y | +604.5% | +167.5% | +437.0% | +244.1% |
| All | +604.5% | +160.3% | +444.2% | +244.1% |
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