+322.4%
BNY vs VT
+217.6%
+104.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | +1.2% | -0.1% | +1.4% | +1.3% |
| 30D | +6.4% | -3.1% | +9.4% | +9.8% |
| 3M | -4.8% | -3.5% | -1.3% | -1.4% |
| 6M | +16.8% | +0.5% | +16.3% | +15.7% |
| YTD | +32.5% | +10.8% | +21.7% | +18.2% |
| 1Y | +38.6% | +11.9% | +26.7% | +22.4% |
| 3Y | +254.3% | +73.0% | +181.4% | +95.5% |
| 5Y | +192.4% | +58.6% | +133.8% | +77.6% |
| 10Y | +322.4% | +219.2% | +103.2% | +27.1% |
| All | +322.4% | +217.6% | +104.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling