+8,024.8%
BNY vs RF
+1,537.4%
+6,487.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +1.3% | +0.1% | +0.8% |
| 30D | +3.8% | -3.6% | +7.5% | +5.6% |
| 3M | +14.9% | +8.1% | +6.8% | +10.7% |
| 6M | +40.3% | +11.5% | +28.9% | +32.9% |
| YTD | +43.8% | +15.6% | +28.2% | +33.6% |
| 1Y | +58.9% | +15.7% | +43.2% | +47.3% |
| 3Y | +290.4% | +86.9% | +203.5% | +181.3% |
| 5Y | +250.1% | +89.8% | +160.3% | +147.4% |
| 10Y | +410.7% | +344.7% | +66.0% | +127.9% |
| All | +8,024.8% | +1,537.4% | +6,487.4% | +906.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling