+50.9%
XYZ vs BG
+20.0%
+30.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -3.4% |
| 7D | +2.9% | +2.4% | +0.5% | +2.8% |
| 30D | +1.4% | +15.0% | -13.6% | +0.7% |
| 3M | +14.6% | -0.7% | +15.2% | +14.8% |
| 6M | +20.8% | +7.5% | +13.3% | +19.5% |
| YTD | +23.1% | +41.6% | -18.5% | +16.5% |
| 1Y | +5.6% | +50.7% | -45.0% | -1.6% |
| 3Y | +50.9% | +20.3% | +30.6% | +41.2% |
| All | +50.9% | +20.0% | +30.9% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling