+406.7%
BNY vs VTR
+99.2%
+307.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -0.2% | +1.1% | -1.3% | -0.5% |
| 3M | +14.9% | +7.9% | +7.0% | +11.8% |
| 6M | +40.0% | +6.2% | +33.8% | +36.4% |
| YTD | +42.0% | +17.7% | +24.2% | +33.8% |
| 1Y | +56.9% | +32.9% | +24.0% | +41.8% |
| 3Y | +289.9% | +129.7% | +160.2% | +192.6% |
| 5Y | +259.2% | +89.3% | +169.9% | +182.5% |
| All | +406.7% | +99.2% | +307.5% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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