+191.4%
BNY vs RF
+45.4%
+145.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.7% |
| 30D | +7.4% | +4.6% | +2.7% | +4.9% |
| 3M | -4.3% | -8.4% | +4.1% | +0.1% |
| 6M | +16.2% | +8.9% | +7.4% | +10.9% |
| YTD | +33.9% | +8.8% | +25.0% | +27.3% |
| 1Y | +39.7% | +18.9% | +20.8% | +26.7% |
| 3Y | +258.0% | +116.0% | +142.0% | +126.7% |
| 5Y | +191.4% | +46.0% | +145.3% | +130.2% |
| All | +191.4% | +45.4% | +145.9% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling