+256.9%
BNY vs FFIV
+101.9%
+155.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.0% |
| 7D | -1.3% | +5.4% | -6.8% | -3.1% |
| 30D | -0.2% | -2.7% | +2.5% | +0.5% |
| 3M | +14.9% | +4.5% | +10.4% | +12.5% |
| 6M | +40.0% | +42.2% | -2.2% | +22.3% |
| YTD | +42.0% | +61.3% | -19.3% | +18.1% |
| 1Y | +56.9% | +23.0% | +33.8% | +43.1% |
| 3Y | +289.9% | +156.3% | +133.6% | +160.6% |
| All | +256.9% | +101.9% | +155.0% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 5y: compounded portfolio wealth divided by compounded FFIV 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…
5y analysis · Full analysis span regression · 6 months rolling