+372.8%
BNY vs ROIV
+232.7%
+140.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.4% |
| 30D | +3.8% | +1.0% | +2.9% | +3.7% |
| 3M | +14.9% | +18.3% | -3.4% | +13.6% |
| 6M | +40.3% | +18.3% | +22.0% | +38.6% |
| YTD | +43.8% | +61.0% | -17.2% | +39.2% |
| 1Y | +58.9% | +177.9% | -119.0% | +48.9% |
| 3Y | +290.4% | +199.1% | +91.4% | +261.6% |
| 5Y | +250.1% | +250.7% | -0.6% | +204.8% |
| All | +372.8% | +232.7% | +140.1% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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