+70.3%
XLI vs BNY
+287.0%
-216.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -1.7% | -1.3% | -0.3% | -1.1% |
| 30D | -7.3% | -0.2% | -7.1% | -7.2% |
| 3M | -1.3% | +14.9% | -16.3% | -7.7% |
| 6M | +2.2% | +40.0% | -37.8% | -12.9% |
| YTD | +11.7% | +42.0% | -30.3% | -5.9% |
| 1Y | +14.3% | +56.9% | -42.6% | -8.6% |
| 3Y | +70.3% | +289.9% | -219.5% | -9.4% |
| All | +70.3% | +287.0% | -216.7% | -9.4% |
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