+7,924.2%
BNY vs NTRS
+7,800.3%
+123.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.8% |
| 7D | -1.3% | +1.4% | -2.7% | -2.4% |
| 30D | -0.2% | -0.7% | +0.5% | +0.3% |
| 3M | +14.9% | +11.3% | +3.6% | +5.9% |
| 6M | +40.0% | +35.5% | +4.5% | +10.5% |
| YTD | +42.0% | +40.6% | +1.4% | +8.6% |
| 1Y | +56.9% | +49.2% | +7.6% | +14.3% |
| 3Y | +289.9% | +167.2% | +122.6% | +74.7% |
| 5Y | +259.2% | +94.9% | +164.3% | +98.7% |
| 10Y | +413.3% | +259.5% | +153.8% | +69.4% |
| All | +7,924.2% | +7,800.3% | +123.8% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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