-63.9%
XYZ vs Z
-55.4%
-8.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +3.2% |
| 7D | +12.1% | -4.6% | +16.7% | +15.2% |
| 30D | +12.4% | +8.3% | +4.0% | +5.8% |
| 3M | +8.2% | -11.6% | +19.8% | +14.3% |
| 6M | +20.7% | -33.6% | +54.3% | +50.1% |
| YTD | +31.3% | -56.7% | +88.0% | +109.1% |
| 1Y | +20.5% | -59.1% | +79.6% | +97.8% |
| 3Y | +72.6% | -20.4% | +93.0% | +51.0% |
| All | -63.9% | -55.4% | -8.5% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling