+1,129.8%
BNY vs XYL
+454.2%
+675.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.6% |
| 7D | -1.1% | -1.2% | +0.2% | -0.5% |
| 30D | +1.4% | -13.2% | +14.6% | +8.6% |
| 3M | +16.8% | -0.2% | +17.0% | +16.0% |
| 6M | +42.0% | -12.5% | +54.5% | +50.2% |
| YTD | +41.9% | -20.9% | +62.8% | +57.4% |
| 1Y | +59.2% | -21.6% | +80.7% | +77.0% |
| 3Y | +290.9% | +16.1% | +274.8% | +246.3% |
| 5Y | +259.0% | -15.6% | +274.7% | +266.4% |
| 10Y | +413.0% | +147.7% | +265.4% | +199.4% |
| All | +1,129.8% | +454.2% | +675.6% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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