+659.4%
BNY vs XME
+227.9%
+431.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -1.3% | -4.2% | +2.9% | +0.7% |
| 30D | -0.2% | -2.7% | +2.5% | +0.8% |
| 3M | +14.9% | -3.9% | +18.9% | +16.1% |
| 6M | +40.0% | -1.0% | +41.0% | +37.8% |
| YTD | +42.0% | +9.8% | +32.2% | +31.7% |
| 1Y | +56.9% | +32.5% | +24.3% | +31.1% |
| 3Y | +289.9% | +124.3% | +165.5% | +143.2% |
| 5Y | +259.2% | +165.8% | +93.4% | +97.0% |
| 10Y | +413.3% | +411.8% | +1.5% | +85.1% |
| All | +659.4% | +227.9% | +431.5% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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