+631.5%
XLU vs BNY
+701.3%
-69.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | -3.3% | -0.2% | -3.1% | -3.3% |
| 3M | -3.2% | +14.9% | -18.1% | -6.2% |
| 6M | -7.0% | +40.0% | -46.9% | -13.7% |
| YTD | +0.6% | +42.0% | -41.3% | -7.2% |
| 1Y | +2.4% | +56.9% | -54.4% | -7.6% |
| 3Y | +46.3% | +289.9% | -243.6% | +7.8% |
| 5Y | +44.0% | +259.2% | -215.2% | +6.4% |
| 10Y | +140.1% | +413.3% | -273.2% | +58.9% |
| All | +631.5% | +701.3% | -69.8% | +259.3% |
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