+259.0%
BNY vs URI
+196.6%
+62.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +1.4% | -13.4% | +14.8% | +5.7% |
| 3M | +16.8% | -6.2% | +23.0% | +18.2% |
| 6M | +42.0% | +28.0% | +14.0% | +28.4% |
| YTD | +41.9% | +23.0% | +19.0% | +28.4% |
| 1Y | +59.2% | +5.5% | +53.7% | +51.7% |
| 3Y | +290.9% | +119.2% | +171.7% | +162.7% |
| 5Y | +259.0% | +201.0% | +58.0% | +98.7% |
| All | +259.0% | +196.6% | +62.4% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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