+66.2%
XYZ vs EW
+59.8%
+6.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +12.6% | +9.3% | +3.3% | +9.3% |
| 30D | +10.8% | +22.1% | -11.3% | +3.6% |
| 3M | +8.4% | +13.0% | -4.7% | +3.8% |
| 6M | +14.3% | +30.1% | -15.7% | +4.4% |
| YTD | +31.5% | +22.0% | +9.5% | +22.4% |
| 1Y | +28.1% | +23.7% | +4.4% | +18.8% |
| 3Y | +66.2% | +62.0% | +4.2% | +33.9% |
| All | +66.2% | +59.8% | +6.4% | +33.9% |
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