+912.5%
BNY vs URI
+7,134.6%
-6,222.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +1.4% | -2.0% | +3.4% | +2.0% |
| 30D | +3.8% | -12.9% | +16.8% | +7.7% |
| 3M | +14.9% | -6.7% | +21.6% | +16.4% |
| 6M | +40.3% | +19.0% | +21.3% | +31.4% |
| YTD | +43.8% | +25.5% | +18.2% | +31.6% |
| 1Y | +58.9% | +5.5% | +53.3% | +52.2% |
| 3Y | +290.4% | +111.3% | +179.1% | +199.6% |
| 5Y | +250.1% | +198.6% | +51.5% | +140.1% |
| 10Y | +410.7% | +1,179.9% | -769.2% | +123.1% |
| All | +912.5% | +7,134.6% | -6,222.1% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling