+256.9%
BNY vs UL
+18.7%
+238.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.7% |
| 30D | -0.2% | +0.5% | -0.7% | -0.3% |
| 3M | +14.9% | +7.2% | +7.7% | +13.0% |
| 6M | +40.0% | -3.1% | +43.0% | +40.6% |
| YTD | +42.0% | -2.7% | +44.7% | +42.0% |
| 1Y | +56.9% | -10.2% | +67.1% | +60.0% |
| 3Y | +289.9% | +20.3% | +269.6% | +260.8% |
| All | +256.9% | +18.7% | +238.2% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling