-62.3%
XYZ vs BR
+18.6%
-80.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.7% |
| 7D | +12.6% | +5.0% | +7.6% | +7.8% |
| 30D | +10.8% | +16.6% | -5.8% | -3.7% |
| 3M | +8.4% | +12.0% | -3.6% | -2.8% |
| 6M | +14.3% | +30.7% | -16.4% | -12.9% |
| YTD | +31.5% | -11.9% | +43.4% | +48.1% |
| 1Y | +28.1% | -11.6% | +39.7% | +43.4% |
| 3Y | +66.2% | +15.0% | +51.2% | +26.1% |
| 5Y | -62.3% | +18.1% | -80.4% | -77.2% |
| All | -62.3% | +18.6% | -80.9% | -77.2% |
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