+24.0%
NET vs BNY
+183.9%
-160.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.9% | -5.3% |
| 7D | -21.2% | -1.3% | -19.9% | -20.2% |
| 30D | -31.1% | +3.1% | -34.2% | -32.9% |
| 3M | -16.5% | -6.7% | -9.9% | -11.9% |
| 6M | 0.0% | +12.4% | -12.3% | -11.5% |
| YTD | +24.0% | +29.3% | -5.3% | -4.1% |
| 1Y | +7.0% | +38.1% | -31.1% | -22.1% |
| 3Y | +279.6% | +248.9% | +30.6% | +11.8% |
| 5Y | +24.0% | +187.0% | -163.1% | -59.9% |
| All | +24.0% | +183.9% | -160.0% | -59.9% |
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