+434.1%
BNY vs QSR
+205.8%
+228.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.3% | -4.0% | +2.7% | +0.2% |
| 30D | -0.2% | +2.8% | -2.9% | -1.3% |
| 3M | +14.9% | +5.1% | +9.8% | +12.3% |
| 6M | +40.0% | +8.8% | +31.2% | +34.3% |
| YTD | +42.0% | +14.8% | +27.1% | +33.2% |
| 1Y | +56.9% | +25.7% | +31.1% | +41.6% |
| 3Y | +289.9% | +27.5% | +262.3% | +243.2% |
| 5Y | +259.2% | +41.3% | +217.9% | +200.3% |
| 10Y | +413.3% | +133.8% | +279.5% | +238.2% |
| All | +434.1% | +205.8% | +228.4% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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