+256.9%
BNY vs RVTY
-33.1%
+290.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.6% |
| 7D | -1.3% | -4.5% | +3.2% | -0.3% |
| 30D | -0.2% | +5.5% | -5.6% | -1.6% |
| 3M | +14.9% | +22.5% | -7.6% | +9.0% |
| 6M | +40.0% | +38.9% | +1.1% | +27.9% |
| YTD | +42.0% | +28.7% | +13.2% | +31.9% |
| 1Y | +56.9% | +45.5% | +11.4% | +40.7% |
| 3Y | +289.9% | +16.4% | +273.5% | +260.9% |
| All | +256.9% | -33.1% | +290.0% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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