+324.4%
BNY vs RVMD
+622.3%
-297.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | -0.2% | -0.7% | +0.6% | -0.1% |
| 3M | +14.9% | +36.5% | -21.6% | +11.2% |
| 6M | +40.0% | +104.6% | -64.6% | +28.8% |
| YTD | +42.0% | +155.8% | -113.9% | +26.5% |
| 1Y | +56.9% | +340.7% | -283.8% | +31.2% |
| 3Y | +289.9% | +519.9% | -230.1% | +204.1% |
| 5Y | +259.2% | +584.9% | -325.7% | +162.9% |
| All | +324.4% | +622.3% | -297.9% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling