+912.8%
BNY vs FIVE
+846.9%
+65.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.9% | +2.7% | +1.2% | +3.3% |
| 30D | +11.9% | +12.7% | -0.7% | +9.4% |
| 3M | -5.0% | +2.1% | -7.1% | -5.7% |
| 6M | +14.6% | +17.5% | -2.9% | +10.1% |
| YTD | +34.5% | +31.0% | +3.5% | +25.9% |
| 1Y | +40.6% | +67.7% | -27.1% | +25.3% |
| 3Y | +261.7% | +43.4% | +218.3% | +214.6% |
| 5Y | +192.3% | +18.1% | +174.2% | +157.1% |
| 10Y | +324.0% | +508.8% | -184.8% | +163.8% |
| All | +912.8% | +846.9% | +65.9% | +484.6% |
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