-63.7%
XYZ vs Z
-53.4%
-10.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +0.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.6% |
| 30D | +11.5% | +5.2% | +6.3% | +7.3% |
| 3M | +1.8% | -17.0% | +18.8% | +11.9% |
| 6M | +21.2% | -22.7% | +43.9% | +37.6% |
| YTD | +29.9% | -56.3% | +86.3% | +105.8% |
| 1Y | +35.8% | -57.7% | +93.4% | +118.1% |
| 3Y | +62.6% | -16.5% | +79.1% | +37.2% |
| All | -63.7% | -53.4% | -10.3% | -58.0% |
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