+273.7%
IR vs BNY
+344.8%
-71.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -4.5% | -1.3% | -3.2% | -3.7% |
| 30D | -13.9% | -0.2% | -13.8% | -13.9% |
| 3M | -0.3% | +14.9% | -15.3% | -9.3% |
| 6M | -14.3% | +40.0% | -54.3% | -31.2% |
| YTD | -7.9% | +42.0% | -49.8% | -27.0% |
| 1Y | -9.9% | +56.9% | -66.7% | -33.2% |
| 3Y | +6.5% | +289.9% | -283.3% | -56.3% |
| 5Y | +34.0% | +259.2% | -225.2% | -43.6% |
| All | +273.7% | +344.8% | -71.1% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling