+7,920.7%
BNY vs VMC
+3,093.3%
+4,827.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | -0.1% |
| 7D | -1.1% | -3.7% | +2.6% | +0.6% |
| 30D | +1.4% | -12.8% | +14.2% | +7.7% |
| 3M | +16.8% | -7.9% | +24.7% | +20.2% |
| 6M | +42.0% | -7.5% | +49.5% | +45.2% |
| YTD | +41.9% | -11.6% | +53.5% | +47.1% |
| 1Y | +59.2% | -14.3% | +73.4% | +66.9% |
| 3Y | +290.9% | +18.5% | +272.4% | +245.2% |
| 5Y | +259.0% | +46.8% | +212.3% | +183.1% |
| 10Y | +413.0% | +153.2% | +259.8% | +186.6% |
| All | +7,920.7% | +3,093.3% | +4,827.4% | +1,153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling