+604.5%
XYZ vs BR
+185.2%
+419.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -3.7% | -5.0% | +1.3% | +0.7% |
| 30D | +0.5% | -2.5% | +3.0% | +2.6% |
| 3M | +16.3% | +13.5% | +2.8% | +2.3% |
| 6M | +21.1% | -9.4% | +30.6% | +30.0% |
| YTD | +22.0% | -23.3% | +45.3% | +51.5% |
| 1Y | +5.2% | -31.6% | +36.8% | +45.0% |
| 3Y | +49.6% | -5.1% | +54.7% | +46.6% |
| 5Y | -68.4% | +8.2% | -76.6% | -72.7% |
| 10Y | +604.5% | +189.8% | +414.7% | +200.1% |
| All | +604.5% | +185.2% | +419.3% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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