+289.5%
BNY vs FIVE
+52.3%
+237.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +1.9% | +5.0% | -3.1% | +1.4% |
| 3M | +13.9% | +29.5% | -15.6% | +10.6% |
| 6M | +42.3% | +12.4% | +29.9% | +39.8% |
| YTD | +41.8% | +31.2% | +10.7% | +36.9% |
| 1Y | +57.9% | +72.9% | -14.9% | +47.6% |
| All | +289.5% | +52.3% | +237.2% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling