+28.1%
XYZ vs Z
-60.5%
+88.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -0.9% |
| 7D | +12.6% | -6.5% | +19.1% | +16.1% |
| 30D | +10.8% | -0.1% | +10.9% | +10.6% |
| 3M | +8.4% | -14.1% | +22.5% | +14.8% |
| 6M | +14.3% | -30.1% | +44.4% | +30.9% |
| YTD | +31.5% | -57.5% | +89.0% | +83.1% |
| 1Y | +28.1% | -60.3% | +88.4% | +82.1% |
| All | +28.1% | -60.5% | +88.7% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling