+535.2%
BNY vs VT
+374.2%
+161.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +0.4% | +1.0% | +0.9% |
| 30D | +3.8% | +1.0% | +2.9% | +2.6% |
| 3M | +14.9% | +2.4% | +12.5% | +11.2% |
| 6M | +40.3% | +12.0% | +28.3% | +21.3% |
| YTD | +43.8% | +15.3% | +28.4% | +19.9% |
| 1Y | +58.9% | +22.6% | +36.3% | +22.9% |
| 3Y | +290.4% | +74.7% | +215.7% | +93.9% |
| 5Y | +250.1% | +66.1% | +183.9% | +84.5% |
| 10Y | +410.7% | +225.0% | +185.7% | +12.7% |
| All | +535.2% | +374.2% | +161.0% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling