+547.1%
XYZ vs BNY
+358.9%
+188.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.5% |
| 7D | -1.1% | +3.9% | -4.9% | -3.6% |
| 30D | +11.5% | +11.9% | -0.4% | +3.4% |
| 3M | +1.8% | -5.0% | +6.8% | +5.5% |
| 6M | +21.2% | +14.6% | +6.6% | +9.4% |
| YTD | +29.9% | +34.5% | -4.5% | +4.6% |
| 1Y | +35.8% | +40.6% | -4.8% | +5.9% |
| 3Y | +62.6% | +261.7% | -199.1% | -33.1% |
| 5Y | -62.8% | +192.3% | -255.1% | -82.5% |
| 10Y | +612.0% | +324.0% | +288.0% | +156.4% |
| All | +547.1% | +358.9% | +188.3% | +108.9% |
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 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