+791.0%
XLB vs BNY
+700.9%
+90.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -3.5% | -1.1% | -2.5% | -3.1% |
| 30D | -4.7% | +1.4% | -6.1% | -5.2% |
| 3M | +2.7% | +16.8% | -14.1% | -3.5% |
| 6M | +2.6% | +42.0% | -39.4% | -10.6% |
| YTD | +12.8% | +41.9% | -29.1% | -1.9% |
| 1Y | +14.0% | +59.2% | -45.2% | -5.3% |
| 3Y | +31.5% | +290.9% | -259.4% | -23.0% |
| 5Y | +33.4% | +259.0% | -225.6% | -20.3% |
| 10Y | +161.3% | +413.0% | -251.8% | +32.8% |
| All | +791.0% | +700.9% | +90.1% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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