+533.2%
XYZ vs BG
+144.1%
+389.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | -1.0% | +2.8% | -3.8% | -2.1% |
| 30D | -1.7% | +12.0% | -13.8% | -6.2% |
| 3M | +16.7% | -7.7% | +24.4% | +19.1% |
| 6M | +26.9% | +4.5% | +22.4% | +22.0% |
| YTD | +27.1% | +35.7% | -8.5% | +9.2% |
| 1Y | +9.3% | +50.1% | -40.8% | -11.0% |
| 3Y | +42.3% | +12.6% | +29.7% | +27.7% |
| 5Y | -69.3% | +75.4% | -144.7% | -78.3% |
| 10Y | +586.8% | +150.5% | +436.3% | +260.0% |
| All | +533.2% | +144.1% | +389.1% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling