+634.6%
XYZ vs BR
+271.1%
+363.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | +12.6% | +5.0% | +7.6% | +7.9% |
| 30D | +10.8% | +16.6% | -5.8% | -3.4% |
| 3M | +8.4% | +12.0% | -3.6% | -2.6% |
| 6M | +14.3% | +30.7% | -16.4% | -12.1% |
| YTD | +31.5% | -11.9% | +43.4% | +44.2% |
| 1Y | +28.1% | -11.6% | +39.7% | +39.7% |
| 3Y | +66.2% | +15.0% | +51.2% | +35.4% |
| 5Y | -62.3% | +18.1% | -80.4% | -69.9% |
| 10Y | +634.6% | +278.6% | +356.0% | +180.3% |
| All | +634.6% | +271.1% | +363.5% | +180.3% |
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