+7,924.2%
BNY vs NYT
+758.3%
+7,165.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | -0.2% | +4.6% | -4.7% | -1.7% |
| 3M | +14.9% | -9.6% | +24.5% | +17.9% |
| 6M | +40.0% | -14.0% | +54.0% | +45.4% |
| YTD | +42.0% | -2.8% | +44.8% | +41.0% |
| 1Y | +56.9% | +15.6% | +41.3% | +46.5% |
| 3Y | +289.9% | +56.3% | +233.6% | +221.7% |
| 5Y | +259.2% | +39.5% | +219.7% | +199.2% |
| 10Y | +413.3% | +488.0% | -74.8% | +135.8% |
| All | +7,924.2% | +758.3% | +7,165.8% | +2,393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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