+423.2%
BNY vs XLRE
+109.5%
+313.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.5% |
| 7D | -1.3% | -1.2% | -0.2% | -0.6% |
| 30D | -0.2% | -2.4% | +2.2% | +1.3% |
| 3M | +14.9% | -2.5% | +17.4% | +16.4% |
| 6M | +40.0% | +4.0% | +36.0% | +36.0% |
| YTD | +42.0% | +9.3% | +32.7% | +33.6% |
| 1Y | +56.9% | +5.6% | +51.3% | +50.7% |
| 3Y | +289.9% | +31.3% | +258.6% | +224.0% |
| 5Y | +259.2% | +9.5% | +249.6% | +230.3% |
| 10Y | +413.3% | +89.0% | +324.3% | +251.9% |
| All | +423.2% | +109.5% | +313.7% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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