+533.2%
XYZ vs BR
+281.0%
+252.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +2.2% |
| 7D | -1.0% | -5.3% | +4.3% | +3.7% |
| 30D | -1.7% | +6.4% | -8.2% | -7.3% |
| 3M | +16.7% | +13.6% | +3.1% | +2.8% |
| 6M | +26.9% | -6.7% | +33.6% | +32.2% |
| YTD | +27.1% | -21.1% | +48.2% | +53.4% |
| 1Y | +9.3% | -29.6% | +38.8% | +45.8% |
| 3Y | +42.3% | -2.4% | +44.6% | +36.4% |
| 5Y | -69.3% | +11.2% | -80.6% | -73.9% |
| 10Y | +586.8% | +191.8% | +395.0% | +198.3% |
| All | +533.2% | +281.0% | +252.2% | +149.6% |
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