+982.7%
BNY vs FIVE
+868.1%
+114.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.7% |
| 7D | +1.4% | +4.3% | -2.8% | +0.6% |
| 30D | +3.8% | +12.5% | -8.7% | +1.3% |
| 3M | +14.9% | +31.2% | -16.3% | +8.6% |
| 6M | +40.3% | +14.4% | +26.0% | +35.3% |
| YTD | +43.8% | +33.9% | +9.9% | +34.3% |
| 1Y | +58.9% | +65.1% | -6.2% | +41.8% |
| 3Y | +290.4% | +49.0% | +241.4% | +237.2% |
| 5Y | +250.1% | +30.3% | +219.8% | +201.6% |
| 10Y | +410.7% | +481.1% | -70.4% | +219.6% |
| All | +982.7% | +868.1% | +114.5% | +523.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling