-68.1%
XYZ vs BNY
+250.1%
-318.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -5.2% | -1.1% | -4.1% | -4.1% |
| 30D | 0.0% | +1.4% | -1.4% | -1.7% |
| 3M | +18.7% | +16.8% | +1.9% | -1.0% |
| 6M | +20.5% | +42.0% | -21.5% | -19.4% |
| YTD | +21.5% | +41.9% | -20.4% | -19.1% |
| 1Y | +7.2% | +59.2% | -52.0% | -37.7% |
| 3Y | +49.0% | +290.9% | -242.0% | -70.4% |
| 5Y | -68.1% | +259.0% | -327.1% | -92.9% |
| All | -68.1% | +250.1% | -318.2% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling