+7.2%
XYZ vs BG
+52.8%
-45.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.2% |
| 7D | -5.2% | +3.7% | -8.9% | -4.3% |
| 30D | 0.0% | +12.3% | -12.3% | +2.6% |
| 3M | +18.7% | -2.2% | +20.9% | +19.3% |
| 6M | +20.5% | +5.3% | +15.2% | +22.2% |
| YTD | +21.5% | +42.4% | -20.9% | +24.9% |
| 1Y | +7.2% | +55.2% | -48.0% | +9.2% |
| All | +7.2% | +52.8% | -45.6% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling