+392.3%
BNY vs Z
+16.2%
+376.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.3% | -7.1% | +7.3% | +1.3% |
| 30D | +1.9% | -4.8% | +6.7% | +2.4% |
| 3M | +13.9% | -9.3% | +23.2% | +14.8% |
| 6M | +42.3% | -29.0% | +71.3% | +48.0% |
| YTD | +41.8% | -52.9% | +94.7% | +55.5% |
| 1Y | +57.9% | -63.1% | +121.1% | +78.6% |
| 3Y | +290.7% | -36.9% | +327.6% | +300.4% |
| 5Y | +252.3% | -65.5% | +317.8% | +271.8% |
| 10Y | +412.8% | -3.9% | +416.7% | +303.3% |
| All | +392.3% | +16.2% | +376.0% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling