+615.0%
F vs BNY
+8,176.7%
-7,561.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +5.3% | +1.4% | +3.9% | +4.7% |
| 30D | +4.6% | +3.8% | +0.7% | +2.7% |
| 3M | -3.7% | +14.9% | -18.6% | -9.7% |
| 6M | +16.8% | +40.3% | -23.5% | +0.2% |
| YTD | +15.3% | +43.8% | -28.5% | -2.5% |
| 1Y | +31.0% | +58.9% | -27.9% | +5.8% |
| 3Y | +45.4% | +290.4% | -245.0% | -21.2% |
| 5Y | +54.7% | +250.1% | -195.4% | -11.9% |
| 10Y | +98.2% | +410.7% | -312.5% | -5.3% |
| All | +615.0% | +8,176.7% | -7,561.7% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling