+1,037.2%
XLE vs BNY
+701.5%
+335.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | +12.6% | +3.3% | +9.3% | +11.1% |
| 3M | +11.8% | +15.3% | -3.5% | +5.4% |
| 6M | +16.1% | +42.5% | -26.4% | +0.3% |
| YTD | +46.9% | +42.0% | +4.8% | +26.6% |
| 1Y | +53.3% | +59.3% | -6.0% | +26.1% |
| 3Y | +54.9% | +291.2% | -236.3% | -11.1% |
| 5Y | +225.7% | +252.1% | -26.4% | +91.7% |
| 10Y | +170.7% | +407.1% | -236.4% | +39.2% |
| All | +1,037.2% | +701.5% | +335.7% | +332.0% |
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 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