+256.9%
BNY vs XRT
-1.7%
+258.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.6% |
| 7D | -1.3% | -3.2% | +1.9% | +0.2% |
| 30D | -0.2% | -4.5% | +4.3% | +1.9% |
| 3M | +14.9% | -3.1% | +18.0% | +16.1% |
| 6M | +40.0% | +4.2% | +35.8% | +36.3% |
| YTD | +42.0% | -0.1% | +42.1% | +41.0% |
| 1Y | +56.9% | -3.0% | +59.9% | +57.7% |
| 3Y | +289.9% | +41.8% | +248.1% | +218.7% |
| All | +256.9% | -1.7% | +258.7% | +232.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling