+414.6%
XLF vs BNY
+701.3%
-286.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -1.5% | -1.3% | -0.1% | -0.6% |
| 30D | -1.2% | -0.2% | -1.0% | -1.1% |
| 3M | +9.2% | +14.9% | -5.8% | -0.5% |
| 6M | +16.3% | +40.0% | -23.7% | -6.8% |
| YTD | +5.4% | +42.0% | -36.5% | -16.6% |
| 1Y | +7.6% | +56.9% | -49.2% | -20.3% |
| 3Y | +74.2% | +289.9% | -215.7% | -28.9% |
| 5Y | +66.1% | +259.2% | -193.1% | -30.1% |
| 10Y | +252.8% | +413.3% | -160.5% | +14.6% |
| All | +414.6% | +701.3% | -286.7% | +6.0% |
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