+412.8%
BNY vs FN
+890.7%
-477.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.3% | +5.8% | -5.5% | -0.7% |
| 30D | +1.9% | -20.6% | +22.6% | +5.3% |
| 3M | +13.9% | -28.6% | +42.5% | +18.6% |
| 6M | +42.3% | -20.7% | +63.0% | +42.9% |
| YTD | +41.8% | -8.1% | +50.0% | +37.2% |
| 1Y | +57.9% | +13.3% | +44.6% | +45.6% |
| 3Y | +290.7% | +175.7% | +115.0% | +180.1% |
| 5Y | +252.3% | +297.4% | -45.1% | +122.0% |
| 10Y | +412.8% | +950.9% | -538.1% | +154.6% |
| All | +412.8% | +890.7% | -477.9% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling