+72.6%
XYZ vs EW
+51.9%
+20.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | +12.1% | +11.0% | +1.1% | +8.3% |
| 30D | +12.4% | +19.1% | -6.7% | +5.9% |
| 3M | +8.2% | +14.4% | -6.2% | +3.2% |
| 6M | +20.7% | +22.8% | -2.1% | +12.3% |
| YTD | +31.3% | +19.8% | +11.5% | +23.0% |
| 1Y | +20.5% | +23.9% | -3.4% | +11.7% |
| 3Y | +72.6% | +52.2% | +20.4% | +38.8% |
| All | +72.6% | +51.9% | +20.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling