+289.9%
BNY vs VMC
+18.8%
+271.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -1.3% | -3.8% | +2.4% | -0.4% |
| 30D | -0.2% | -9.7% | +9.5% | +2.4% |
| 3M | +14.9% | -9.6% | +24.6% | +17.3% |
| 6M | +40.0% | -4.8% | +44.8% | +40.3% |
| YTD | +42.0% | -10.9% | +52.9% | +43.9% |
| 1Y | +56.9% | -15.6% | +72.4% | +61.7% |
| 3Y | +289.9% | +19.3% | +270.5% | +251.9% |
| All | +289.9% | +18.8% | +271.1% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling