+270.3%
BNY vs BTDR
+19.6%
+250.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -1.2% |
| 30D | -0.2% | +32.6% | -32.8% | -1.4% |
| 3M | +14.9% | -32.2% | +47.2% | +16.0% |
| 6M | +40.0% | +52.4% | -12.4% | +36.3% |
| YTD | +42.0% | +6.7% | +35.3% | +39.7% |
| 1Y | +56.9% | -15.2% | +72.1% | +54.6% |
| 3Y | +289.9% | +14.9% | +275.0% | +270.9% |
| 5Y | +259.2% | +20.8% | +238.4% | +243.5% |
| All | +270.3% | +19.6% | +250.7% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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