+1,097.3%
XLI vs BNY
+701.3%
+396.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -1.7% | -1.3% | -0.3% | -1.2% |
| 30D | -7.3% | -0.2% | -7.1% | -7.2% |
| 3M | -1.3% | +14.9% | -16.3% | -6.6% |
| 6M | +2.2% | +40.0% | -37.8% | -10.2% |
| YTD | +11.7% | +42.0% | -30.3% | -2.6% |
| 1Y | +14.3% | +56.9% | -42.6% | -4.2% |
| 3Y | +70.3% | +289.9% | -219.5% | +0.8% |
| 5Y | +82.3% | +259.2% | -176.9% | +9.6% |
| 10Y | +258.4% | +413.3% | -154.8% | +84.8% |
| All | +1,097.3% | +701.3% | +396.0% | +330.0% |
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