+259.0%
BNY vs REPL
-58.5%
+317.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.2% |
| 7D | -1.1% | -13.4% | +12.3% | -0.8% |
| 30D | +1.4% | -3.0% | +4.4% | +1.4% |
| 3M | +16.8% | +56.3% | -39.5% | +15.0% |
| 6M | +42.0% | +60.9% | -18.9% | +37.6% |
| YTD | +41.9% | +36.2% | +5.7% | +37.9% |
| 1Y | +59.2% | +121.0% | -61.8% | +50.5% |
| 3Y | +290.9% | -32.8% | +323.7% | +266.2% |
| 5Y | +259.0% | -58.7% | +317.7% | +233.6% |
| All | +259.0% | -58.5% | +317.5% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling