+554.8%
XYZ vs BR
+325.3%
+229.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | +12.6% | +5.0% | +7.6% | +8.1% |
| 30D | +10.8% | +16.6% | -5.8% | -3.1% |
| 3M | +8.4% | +12.0% | -3.6% | -2.3% |
| 6M | +14.3% | +30.7% | -16.4% | -11.4% |
| YTD | +31.5% | -11.9% | +43.4% | +43.7% |
| 1Y | +28.1% | -11.6% | +39.7% | +39.3% |
| 3Y | +66.2% | +15.0% | +51.2% | +36.7% |
| 5Y | -62.3% | +18.1% | -80.4% | -69.6% |
| 10Y | +634.6% | +278.6% | +356.0% | +169.1% |
| All | +554.8% | +325.3% | +229.5% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling