+289.9%
BNY vs BB
+64.9%
+224.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | -0.2% | -12.5% | +12.4% | +1.1% |
| 3M | +14.9% | -17.4% | +32.4% | +16.2% |
| 6M | +40.0% | +119.1% | -79.2% | +25.4% |
| YTD | +42.0% | +102.4% | -60.4% | +28.2% |
| 1Y | +56.9% | +98.2% | -41.3% | +41.4% |
| 3Y | +289.9% | +46.9% | +242.9% | +227.5% |
| All | +289.9% | +64.9% | +224.9% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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