+543.0%
XYZ vs EW
+286.8%
+256.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -5.0% |
| 7D | +9.2% | +6.8% | +2.5% | +5.0% |
| 30D | +9.8% | +16.6% | -6.8% | -0.1% |
| 3M | -0.2% | +13.3% | -13.5% | -7.9% |
| 6M | +18.0% | +21.6% | -3.7% | +3.6% |
| YTD | +29.1% | +18.3% | +10.8% | +14.9% |
| 1Y | +14.1% | +21.7% | -7.6% | -0.3% |
| 3Y | +72.6% | +50.3% | +22.3% | +18.8% |
| 5Y | -64.6% | -15.0% | -49.6% | -63.3% |
| 10Y | +590.0% | +237.5% | +352.5% | +305.3% |
| All | +543.0% | +286.8% | +256.2% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling