+258.1%
BNY vs BROS
+35.1%
+223.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | -1.3% | -5.8% | +4.4% | -0.8% |
| 30D | -0.2% | -14.0% | +13.8% | +1.2% |
| 3M | +14.9% | -32.5% | +47.4% | +18.6% |
| 6M | +40.0% | -14.9% | +54.9% | +40.7% |
| YTD | +42.0% | -28.3% | +70.3% | +44.9% |
| 1Y | +56.9% | -34.0% | +90.8% | +60.9% |
| 3Y | +289.9% | +63.0% | +226.9% | +259.9% |
| All | +258.1% | +35.1% | +223.0% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling