+316.9%
BNY vs RF
+223.4%
+93.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.2% |
| 7D | +3.9% | +1.9% | +1.9% | +2.8% |
| 30D | +11.9% | +7.3% | +4.6% | +7.8% |
| 3M | -5.0% | -7.9% | +2.9% | -0.8% |
| 6M | +14.6% | +10.5% | +4.1% | +8.3% |
| YTD | +34.5% | +9.6% | +24.8% | +27.1% |
| 1Y | +40.6% | +20.3% | +20.3% | +26.4% |
| 3Y | +261.7% | +119.5% | +142.2% | +127.7% |
| 5Y | +192.3% | +48.2% | +144.1% | +122.5% |
| All | +316.9% | +223.4% | +93.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling