+256.9%
BNY vs RVMD
+576.1%
-319.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | -3.0% | +1.7% | -1.1% |
| 30D | -0.2% | -0.7% | +0.6% | -0.1% |
| 3M | +14.9% | +36.5% | -21.6% | +12.0% |
| 6M | +40.0% | +104.6% | -64.6% | +31.3% |
| YTD | +42.0% | +155.8% | -113.9% | +29.7% |
| 1Y | +56.9% | +340.7% | -283.8% | +36.1% |
| 3Y | +289.9% | +519.9% | -230.1% | +220.5% |
| All | +256.9% | +576.1% | -319.2% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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