+406.7%
BNY vs UL
+66.7%
+340.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.3% |
| 30D | -0.2% | +0.5% | -0.7% | -0.3% |
| 3M | +14.9% | +7.2% | +7.7% | +12.1% |
| 6M | +40.0% | -3.1% | +43.0% | +40.5% |
| YTD | +42.0% | -2.7% | +44.7% | +41.9% |
| 1Y | +56.9% | -10.2% | +67.1% | +60.5% |
| 3Y | +289.9% | +20.3% | +269.6% | +256.4% |
| 5Y | +259.2% | +19.9% | +239.2% | +223.4% |
| All | +406.7% | +66.7% | +340.0% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling