+256.9%
BNY vs FLR
+238.1%
+18.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -1.3% | -3.5% | +2.2% | -0.7% |
| 30D | -0.2% | +4.2% | -4.3% | -1.1% |
| 3M | +14.9% | +8.1% | +6.9% | +12.2% |
| 6M | +40.0% | +21.5% | +18.5% | +32.3% |
| YTD | +42.0% | +36.8% | +5.2% | +30.6% |
| 1Y | +56.9% | +31.2% | +25.6% | +44.9% |
| 3Y | +289.9% | +53.9% | +236.0% | +227.4% |
| All | +256.9% | +238.1% | +18.8% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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