+57.9%
BNY vs FN
+12.8%
+45.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +0.3% | +5.8% | -5.5% | -0.1% |
| 30D | +1.9% | -20.6% | +22.6% | +3.5% |
| 3M | +13.9% | -28.6% | +42.5% | +16.1% |
| 6M | +42.3% | -20.7% | +63.0% | +41.6% |
| YTD | +41.8% | -8.1% | +50.0% | +37.6% |
| 1Y | +57.9% | +13.3% | +44.6% | +49.4% |
| All | +57.9% | +12.8% | +45.1% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling