+1,381.0%
NET vs BNY
+298.2%
+1,082.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.7% |
| 7D | -16.4% | +2.8% | -19.1% | -17.5% |
| 30D | -25.8% | +6.7% | -32.5% | -28.2% |
| 3M | -11.5% | -2.2% | -9.3% | -11.0% |
| 6M | +18.9% | +16.8% | +2.1% | +9.4% |
| YTD | +35.2% | +33.9% | +1.3% | +16.1% |
| 1Y | +14.5% | +43.9% | -29.5% | -5.0% |
| 3Y | +313.8% | +261.3% | +52.5% | +127.2% |
| 5Y | +32.6% | +196.0% | -163.4% | -25.2% |
| All | +1,381.0% | +298.2% | +1,082.8% | +682.9% |
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 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