+599.6%
XYZ vs P
+732.0%
-132.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.3% |
| 7D | -1.0% | +6.5% | -7.5% | -3.9% |
| 30D | -1.7% | +18.8% | -20.5% | -10.7% |
| 3M | +16.7% | +26.7% | -10.0% | +0.8% |
| 6M | +26.9% | +62.2% | -35.3% | -5.8% |
| YTD | +27.1% | +48.5% | -21.4% | -3.4% |
| 1Y | +9.3% | +26.4% | -17.1% | -14.5% |
| 3Y | +42.3% | +159.4% | -117.1% | -35.4% |
| 5Y | -69.3% | +275.8% | -345.1% | -88.8% |
| All | +599.6% | +732.0% | -132.4% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling