+42.3%
BNY vs BN
-4.2%
+46.5%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | +0.3% | -3.0% | +3.3% | +1.2% |
| 30D | +1.9% | -13.0% | +14.9% | +5.9% |
| 3M | +13.9% | -15.2% | +29.1% | +19.0% |
| 6M | +42.3% | -5.9% | +48.2% | +43.7% |
| All | +42.3% | -4.2% | +46.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 6mo: compounded portfolio wealth divided by compounded BN 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…
6mo analysis · Full analysis span regression · 6 months rolling