+533.2%
XYZ vs Z
+37.4%
+495.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | -1.0% | -3.0% | +2.0% | +0.6% |
| 30D | -1.7% | -4.2% | +2.5% | +0.2% |
| 3M | +16.7% | -3.7% | +20.4% | +18.0% |
| 6M | +26.9% | -24.5% | +51.4% | +43.7% |
| YTD | +27.1% | -49.3% | +76.4% | +74.4% |
| 1Y | +9.3% | -58.7% | +67.9% | +64.4% |
| 3Y | +42.3% | -34.1% | +76.4% | +56.6% |
| 5Y | -69.3% | -64.5% | -4.8% | -57.4% |
| 10Y | +586.8% | -0.5% | +587.3% | +512.2% |
| All | +533.2% | +37.4% | +495.8% | +451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling