+406.7%
BNY vs XRT
+128.2%
+278.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.7% |
| 7D | -1.3% | -3.2% | +1.9% | +0.3% |
| 30D | -0.2% | -4.5% | +4.3% | +2.1% |
| 3M | +14.9% | -3.1% | +18.0% | +16.2% |
| 6M | +40.0% | +4.2% | +35.8% | +36.0% |
| YTD | +42.0% | -0.1% | +42.1% | +40.9% |
| 1Y | +56.9% | -3.0% | +59.9% | +57.7% |
| 3Y | +289.9% | +41.8% | +248.1% | +214.0% |
| 5Y | +259.2% | -1.3% | +260.5% | +241.7% |
| All | +406.7% | +128.2% | +278.5% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling