+139.9%
XLC vs BNY
+259.8%
-119.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -0.9% | +1.9% | -2.8% | -1.7% |
| 3M | -0.3% | +13.9% | -14.2% | -5.7% |
| 6M | -5.2% | +42.3% | -47.5% | -18.2% |
| YTD | -5.3% | +41.8% | -47.2% | -18.5% |
| 1Y | -2.8% | +57.9% | -60.8% | -20.1% |
| 3Y | +71.2% | +290.7% | -219.5% | -3.7% |
| 5Y | +37.6% | +252.3% | -214.7% | -21.0% |
| All | +139.9% | +259.8% | -119.9% | +19.7% |
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