+2,274.1%
BNY vs FDS
+8,778.1%
-6,504.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +1.0% |
| 7D | +0.3% | -8.8% | +9.1% | +3.6% |
| 30D | +1.9% | -1.4% | +3.3% | +2.1% |
| 3M | +13.9% | +13.9% | 0.0% | +6.6% |
| 6M | +42.3% | +27.4% | +14.9% | +25.8% |
| YTD | +41.8% | -2.5% | +44.3% | +37.1% |
| 1Y | +57.9% | -23.8% | +81.7% | +66.0% |
| 3Y | +290.7% | -32.5% | +323.2% | +325.7% |
| 5Y | +252.3% | -23.2% | +275.5% | +261.3% |
| 10Y | +412.8% | +76.4% | +336.4% | +270.8% |
| All | +2,274.1% | +8,778.1% | -6,504.0% | +532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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