+621.5%
XYZ vs P
+686.0%
-64.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -1.7% |
| 7D | -2.2% | -4.7% | +2.5% | -0.8% |
| 30D | +11.6% | -31.4% | +43.0% | +27.9% |
| 3M | +8.4% | -2.6% | +11.0% | +4.2% |
| 6M | +17.2% | +21.9% | -4.8% | -3.3% |
| YTD | +31.7% | +58.9% | -27.2% | -7.4% |
| 1Y | +30.1% | +21.7% | +8.3% | -0.2% |
| 3Y | +66.4% | +193.3% | -126.9% | -33.1% |
| 5Y | -62.2% | +275.1% | -337.3% | -86.9% |
| 10Y | +621.5% | +655.3% | -33.8% | +84.1% |
| All | +621.5% | +686.0% | -64.4% | +84.1% |
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