+509.6%
BNY vs BG
+1,169.9%
-660.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.7% |
| 7D | -1.3% | +3.1% | -4.4% | -2.5% |
| 30D | -0.2% | +10.2% | -10.4% | -3.8% |
| 3M | +14.9% | -1.7% | +16.6% | +14.8% |
| 6M | +40.0% | +1.0% | +39.0% | +37.9% |
| YTD | +42.0% | +39.9% | +2.1% | +23.9% |
| 1Y | +56.9% | +53.2% | +3.6% | +31.5% |
| 3Y | +289.9% | +16.3% | +273.6% | +253.2% |
| 5Y | +259.2% | +83.9% | +175.3% | +167.0% |
| 10Y | +413.3% | +165.1% | +248.1% | +210.2% |
| All | +509.6% | +1,169.9% | -660.2% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling