+533.2%
XYZ vs BNY
+390.5%
+142.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.0% | +1.4% | -2.4% | -1.9% |
| 30D | -1.7% | +3.8% | -5.6% | -4.4% |
| 3M | +16.7% | +14.9% | +1.8% | +5.2% |
| 6M | +26.9% | +40.3% | -13.5% | -0.9% |
| YTD | +27.1% | +43.8% | -16.6% | -2.3% |
| 1Y | +9.3% | +58.9% | -49.6% | -21.9% |
| 3Y | +42.3% | +290.4% | -248.1% | -44.4% |
| 5Y | -69.3% | +250.1% | -319.4% | -87.0% |
| 10Y | +586.8% | +410.7% | +176.1% | +123.8% |
| All | +533.2% | +390.5% | +142.7% | +95.1% |
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