+32.9%
F vs BNY
+286.7%
-253.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -2.9% | +1.9% | -4.8% | -4.0% |
| 3M | -9.1% | +13.9% | -23.0% | -16.1% |
| 6M | +12.9% | +42.3% | -29.4% | -8.9% |
| YTD | +6.1% | +41.8% | -35.8% | -15.1% |
| 1Y | +22.5% | +57.9% | -35.4% | -8.8% |
| All | +32.9% | +286.7% | -253.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling