+289.9%
BNY vs BG
+18.0%
+271.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | -1.3% | +3.1% | -4.4% | -1.8% |
| 30D | -0.2% | +10.2% | -10.4% | -1.7% |
| 3M | +14.9% | -1.7% | +16.6% | +15.1% |
| 6M | +40.0% | +1.0% | +39.0% | +39.3% |
| YTD | +42.0% | +39.9% | +2.1% | +33.2% |
| 1Y | +56.9% | +53.2% | +3.6% | +44.2% |
| 3Y | +289.9% | +16.3% | +273.6% | +281.7% |
| All | +289.9% | +18.0% | +271.9% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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