+719.7%
BNY vs FFIV
+7,502.3%
-6,782.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | +3.3% | -2.7% | +6.0% | +3.7% |
| 3M | +15.3% | -1.7% | +17.0% | +15.4% |
| 6M | +42.5% | +36.1% | +6.3% | +34.7% |
| YTD | +42.0% | +52.6% | -10.6% | +31.6% |
| 1Y | +59.3% | +21.5% | +37.8% | +52.8% |
| 3Y | +291.2% | +142.7% | +148.5% | +232.9% |
| 5Y | +252.1% | +92.6% | +159.5% | +209.3% |
| 10Y | +407.1% | +225.5% | +181.6% | +305.9% |
| All | +719.7% | +7,502.3% | -6,782.7% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling