+543.0%
XYZ vs Z
+20.3%
+522.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.6% | +6.6% | +1.3% |
| 7D | +9.2% | -2.3% | +11.5% | +10.5% |
| 30D | +9.8% | +9.4% | +0.4% | +4.1% |
| 3M | -0.2% | -16.1% | +15.9% | +7.6% |
| 6M | +18.0% | -30.4% | +48.4% | +38.3% |
| YTD | +29.1% | -55.6% | +84.7% | +87.2% |
| 1Y | +14.1% | -58.5% | +72.6% | +70.6% |
| 3Y | +72.6% | -19.6% | +92.3% | +68.9% |
| 5Y | -64.6% | -54.1% | -10.5% | -54.7% |
| 10Y | +590.0% | -12.1% | +602.1% | +550.3% |
| All | +543.0% | +20.3% | +522.7% | +492.4% |
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