+1,449.6%
NET vs BNY
+327.6%
+1,121.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -7.0% | +1.4% | -8.4% | -7.6% |
| 30D | -4.8% | +3.8% | -8.6% | -6.6% |
| 3M | +3.8% | +14.9% | -11.1% | -3.5% |
| 6M | +50.0% | +40.3% | +9.7% | +26.3% |
| YTD | +41.5% | +43.8% | -2.3% | +17.7% |
| 1Y | +32.8% | +58.9% | -26.0% | +5.2% |
| 3Y | +335.9% | +290.4% | +45.5% | +131.5% |
| 5Y | +113.8% | +250.1% | -136.2% | +15.5% |
| All | +1,449.6% | +327.6% | +1,121.9% | +693.3% |
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