-17.2%
F vs BNY
+191.3%
-208.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -3.1% | +3.9% | -7.0% | -5.5% |
| 30D | 0.0% | +11.9% | -11.9% | -7.2% |
| 3M | -13.2% | -5.0% | -8.2% | -10.5% |
| 6M | -10.2% | +14.6% | -24.8% | -19.1% |
| YTD | -4.9% | +34.5% | -39.4% | -23.9% |
| 1Y | -6.1% | +40.6% | -46.7% | -27.3% |
| 3Y | +46.0% | +261.7% | -215.8% | -45.7% |
| All | -17.2% | +191.3% | -208.5% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling