+554.8%
XYZ vs BG
+104.4%
+450.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -2.7% |
| 7D | +12.6% | +5.0% | +7.6% | +10.8% |
| 30D | +10.8% | -3.2% | +14.0% | +12.0% |
| 3M | +8.4% | -11.2% | +19.5% | +12.2% |
| 6M | +14.3% | -19.4% | +33.8% | +21.6% |
| YTD | +31.5% | +13.6% | +17.8% | +19.9% |
| 1Y | +28.1% | +7.3% | +20.9% | +19.4% |
| 3Y | +66.2% | +3.8% | +62.4% | +52.0% |
| 5Y | -62.3% | +23.2% | -85.5% | -69.2% |
| 10Y | +634.6% | +97.9% | +536.7% | +318.9% |
| All | +554.8% | +104.4% | +450.4% | +244.8% |
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