+621.5%
XYZ vs BG
+100.9%
+520.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -2.2% | +3.4% | -5.6% | -3.3% |
| 30D | +11.6% | -3.8% | +15.4% | +13.0% |
| 3M | +8.4% | -9.6% | +18.0% | +11.5% |
| 6M | +17.2% | -19.5% | +36.7% | +24.6% |
| YTD | +31.7% | +14.6% | +17.1% | +19.6% |
| 1Y | +30.1% | +6.6% | +23.4% | +21.5% |
| 3Y | +66.4% | +4.7% | +61.8% | +51.7% |
| 5Y | -62.2% | +22.1% | -84.2% | -69.0% |
| 10Y | +621.5% | +109.2% | +512.4% | +288.7% |
| All | +621.5% | +100.9% | +520.6% | +288.7% |
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