+14.7%
XLF vs BNY
+45.2%
-30.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.6% |
| 7D | +5.5% | +2.8% | +2.7% | +4.3% |
| 30D | +9.9% | +6.7% | +3.2% | +7.0% |
| 3M | +2.6% | -2.2% | +4.8% | +3.4% |
| 6M | +15.6% | +16.8% | -1.2% | +7.6% |
| YTD | +9.4% | +33.9% | -24.5% | -5.2% |
| 1Y | +14.7% | +43.9% | -29.2% | -5.1% |
| All | +14.7% | +45.2% | -30.4% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling