+765.1%
BNY vs FN
+2,895.3%
-2,130.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.6% |
| 7D | +3.9% | +0.3% | +3.6% | +3.6% |
| 30D | +11.9% | -16.5% | +28.5% | +14.1% |
| 3M | -5.0% | -42.1% | +37.1% | +1.9% |
| 6M | +14.6% | -52.9% | +67.5% | +25.3% |
| YTD | +34.5% | -28.0% | +62.4% | +34.1% |
| 1Y | +40.6% | -18.5% | +59.1% | +36.8% |
| 3Y | +261.7% | +93.9% | +167.9% | +183.8% |
| 5Y | +192.3% | +170.5% | +21.8% | +108.7% |
| 10Y | +324.0% | +704.1% | -380.1% | +140.0% |
| All | +765.1% | +2,895.3% | -2,130.1% | +297.8% |
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