-68.9%
XYZ vs Z
-64.8%
-4.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.5% |
| 7D | -1.0% | -3.0% | +2.0% | +0.8% |
| 30D | -1.7% | -4.2% | +2.5% | +0.4% |
| 3M | +16.7% | -3.7% | +20.4% | +18.0% |
| 6M | +26.9% | -24.5% | +51.4% | +45.9% |
| YTD | +27.1% | -49.3% | +76.4% | +82.2% |
| 1Y | +9.3% | -58.7% | +67.9% | +74.2% |
| 3Y | +42.3% | -34.1% | +76.4% | +54.3% |
| All | -68.9% | -64.8% | -4.1% | -64.8% |
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