+42.3%
BNY vs Z
-28.3%
+70.6%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +0.3% | -7.1% | +7.3% | +0.7% |
| 30D | +1.9% | -4.8% | +6.7% | +2.2% |
| 3M | +13.9% | -9.3% | +23.2% | +15.3% |
| 6M | +42.3% | -29.0% | +71.3% | +47.4% |
| All | +42.3% | -28.3% | +70.6% | +47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling