+74.2%
XLF vs BNY
+287.0%
-212.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -1.5% | -1.3% | -0.1% | -0.7% |
| 30D | -1.2% | -0.2% | -1.0% | -1.1% |
| 3M | +9.2% | +14.9% | -5.8% | +0.7% |
| 6M | +16.3% | +40.0% | -23.7% | -4.6% |
| YTD | +5.4% | +42.0% | -36.5% | -14.6% |
| 1Y | +7.6% | +56.9% | -49.2% | -18.2% |
| 3Y | +74.2% | +289.9% | -215.7% | -20.0% |
| All | +74.2% | +287.0% | -212.8% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling