+190.5%
B vs BNY
+287.0%
-96.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | +6.3% | -0.2% | +6.5% | +6.3% |
| 3M | +12.1% | +14.9% | -2.8% | +5.1% |
| 6M | -3.1% | +40.0% | -43.1% | -16.5% |
| YTD | +2.0% | +42.0% | -40.0% | -12.7% |
| 1Y | +51.7% | +56.9% | -5.2% | +25.5% |
| 3Y | +190.5% | +289.9% | -99.4% | +57.8% |
| All | +190.5% | +287.0% | -96.5% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling