+43.9%
BNY vs Z
-54.2%
+98.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | +1.3% |
| 7D | +2.8% | +10.2% | -7.4% | +1.7% |
| 30D | +6.7% | +23.7% | -17.0% | +4.1% |
| 3M | -2.2% | -6.6% | +4.4% | -1.8% |
| 6M | +16.8% | -23.0% | +39.8% | +21.3% |
| YTD | +33.9% | -50.3% | +84.2% | +46.2% |
| 1Y | +43.9% | -53.6% | +97.5% | +58.2% |
| All | +43.9% | -54.2% | +98.1% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling