+599.1%
XYZ vs BNY
+416.3%
+182.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -4.3% | -1.3% | -3.0% | -3.4% |
| 30D | +1.2% | -0.2% | +1.4% | +1.2% |
| 3M | +14.6% | +14.9% | -0.3% | +3.0% |
| 6M | +22.6% | +40.0% | -17.4% | -4.6% |
| YTD | +21.7% | +42.0% | -20.3% | -6.4% |
| 1Y | +6.7% | +56.9% | -50.1% | -23.7% |
| 3Y | +46.8% | +289.9% | -243.0% | -44.1% |
| 5Y | -68.0% | +259.2% | -327.2% | -86.9% |
| All | +599.1% | +416.3% | +182.8% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling