+599.5%
XYZ vs P
+713.7%
-114.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.2% |
| 7D | +12.1% | -23.8% | +36.0% | +24.3% |
| 30D | +12.4% | -36.6% | +49.0% | +33.3% |
| 3M | +8.2% | +10.9% | -2.7% | -2.8% |
| 6M | +20.7% | +30.0% | -9.3% | -4.3% |
| YTD | +31.3% | +44.4% | -13.1% | -3.5% |
| 1Y | +20.5% | +3.9% | +16.6% | -0.2% |
| 3Y | +72.6% | +176.6% | -104.0% | -28.9% |
| 5Y | -64.0% | +249.3% | -313.3% | -87.1% |
| All | +599.5% | +713.7% | -114.2% | +77.8% |
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