+7,924.2%
BNY vs UL
+2,567.3%
+5,356.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.3% | -3.4% | +2.1% | +0.3% |
| 30D | -0.2% | +0.5% | -0.7% | -0.5% |
| 3M | +14.9% | +7.2% | +7.7% | +10.4% |
| 6M | +40.0% | -3.1% | +43.0% | +40.3% |
| YTD | +42.0% | -2.7% | +44.7% | +41.4% |
| 1Y | +56.9% | -10.2% | +67.1% | +61.8% |
| 3Y | +289.9% | +20.3% | +269.6% | +241.8% |
| 5Y | +259.2% | +19.9% | +239.2% | +207.9% |
| 10Y | +413.3% | +66.5% | +346.8% | +253.3% |
| All | +7,924.2% | +2,567.3% | +5,356.8% | +1,532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling