-1.6%
XLY vs BNY
+38.8%
-40.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -2.9% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | +5.3% | +3.1% | +2.2% | +4.6% |
| 3M | -0.6% | -6.7% | +6.1% | +0.9% |
| 6M | +0.1% | +12.4% | -12.3% | -3.7% |
| YTD | -0.9% | +29.3% | -30.2% | -9.8% |
| 1Y | -1.6% | +38.1% | -39.7% | -14.0% |
| All | -1.6% | +38.8% | -40.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling