+177.8%
XLE vs BNY
+416.3%
-238.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.7% | -1.3% | +3.0% | +2.5% |
| 30D | +6.7% | -0.2% | +6.9% | +6.7% |
| 3M | +14.9% | +14.9% | -0.1% | +5.0% |
| 6M | +15.9% | +40.0% | -24.1% | -6.8% |
| YTD | +47.7% | +42.0% | +5.7% | +16.9% |
| 1Y | +50.7% | +56.9% | -6.1% | +11.6% |
| 3Y | +57.9% | +289.9% | -232.0% | -36.2% |
| 5Y | +227.0% | +259.2% | -32.2% | +33.4% |
| All | +177.8% | +416.3% | -238.5% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling