+46.0%
F vs BNY
+262.4%
-216.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | +3.9% | -7.0% | -5.0% |
| 30D | 0.0% | +11.9% | -11.9% | -5.9% |
| 3M | -13.2% | -5.0% | -8.2% | -11.0% |
| 6M | -10.2% | +14.6% | -24.8% | -17.8% |
| YTD | -4.9% | +34.5% | -39.4% | -21.4% |
| 1Y | -6.1% | +40.6% | -46.7% | -24.6% |
| 3Y | +46.0% | +261.7% | -215.8% | -45.5% |
| All | +46.0% | +262.4% | -216.4% | -45.5% |
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