+824.8%
BNY vs FN
+3,620.5%
-2,795.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.2% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | +3.8% | -22.0% | +25.8% | +7.4% |
| 3M | +14.9% | -43.0% | +57.9% | +23.9% |
| 6M | +40.3% | -27.7% | +68.1% | +43.2% |
| YTD | +43.8% | -10.5% | +54.3% | +40.3% |
| 1Y | +58.9% | +12.5% | +46.4% | +47.8% |
| 3Y | +290.4% | +153.8% | +136.6% | +196.1% |
| 5Y | +250.1% | +288.0% | -37.9% | +137.5% |
| 10Y | +410.7% | +906.4% | -495.7% | +181.9% |
| All | +824.8% | +3,620.5% | -2,795.8% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling