+289.7%
BNY vs XRT
+39.2%
+250.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.1% | -3.6% | +2.5% | +0.4% |
| 30D | +1.4% | -6.7% | +8.1% | +4.3% |
| 3M | +16.8% | -1.4% | +18.2% | +16.9% |
| 6M | +42.0% | +1.7% | +40.3% | +39.8% |
| YTD | +41.9% | -1.5% | +43.4% | +41.7% |
| 1Y | +59.2% | -2.5% | +61.7% | +59.5% |
| All | +289.7% | +39.2% | +250.5% | +216.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling