+487.4%
BNY vs BR
+1,278.7%
-791.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.3% | -3.0% | +1.7% | +0.4% |
| 30D | -0.2% | -0.3% | +0.1% | -0.3% |
| 3M | +14.9% | +17.3% | -2.4% | +3.1% |
| 6M | +40.0% | -6.7% | +46.7% | +42.7% |
| YTD | +42.0% | -23.4% | +65.4% | +61.6% |
| 1Y | +56.9% | -32.7% | +89.5% | +92.7% |
| 3Y | +289.9% | -5.9% | +295.8% | +282.7% |
| 5Y | +259.2% | +8.4% | +250.8% | +213.3% |
| 10Y | +413.3% | +189.2% | +224.1% | +114.3% |
| All | +487.4% | +1,278.7% | -791.3% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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