-68.6%
XYZ vs BR
+9.8%
-78.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.0% |
| 7D | +2.9% | -5.9% | +8.8% | +8.5% |
| 30D | +1.4% | +1.9% | -0.5% | -0.7% |
| 3M | +14.6% | +14.7% | -0.1% | -0.6% |
| 6M | +20.8% | -12.8% | +33.5% | +35.9% |
| YTD | +23.1% | -23.0% | +46.1% | +56.4% |
| 1Y | +5.6% | -31.7% | +37.3% | +51.8% |
| 3Y | +50.9% | -4.8% | +55.7% | +41.1% |
| 5Y | -68.6% | +7.8% | -76.4% | -79.0% |
| All | -68.6% | +9.8% | -78.4% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling