+289.7%
BNY vs S
+15.8%
+273.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | +1.4% | -11.8% | +13.2% | +2.6% |
| 3M | +16.8% | +33.9% | -17.1% | +12.4% |
| 6M | +42.0% | +40.1% | +1.9% | +35.2% |
| YTD | +41.9% | +32.1% | +9.8% | +35.8% |
| 1Y | +59.2% | +11.0% | +48.2% | +55.1% |
| All | +289.7% | +15.8% | +273.9% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling