+659.6%
BNY vs XRT
+501.1%
+158.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +0.4% |
| 7D | +1.5% | -0.3% | +1.7% | +1.6% |
| 30D | +3.3% | -5.6% | +9.0% | +7.7% |
| 3M | +15.3% | +2.5% | +12.8% | +12.3% |
| 6M | +42.5% | +3.7% | +38.8% | +37.0% |
| YTD | +42.0% | +1.0% | +41.1% | +39.1% |
| 1Y | +59.3% | -1.2% | +60.5% | +57.7% |
| 3Y | +291.2% | +43.4% | +247.8% | +180.6% |
| 5Y | +252.1% | -0.7% | +252.8% | +218.9% |
| 10Y | +407.1% | +123.7% | +283.4% | +93.6% |
| All | +659.6% | +501.1% | +158.6% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling