+50.7%
O vs BNY
+416.3%
-365.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -2.9% | -1.3% | -1.5% | -2.4% |
| 30D | -4.5% | -0.2% | -4.4% | -4.5% |
| 3M | -2.6% | +14.9% | -17.6% | -7.4% |
| 6M | -5.6% | +40.0% | -45.6% | -16.3% |
| YTD | +9.3% | +42.0% | -32.7% | -3.9% |
| 1Y | +4.3% | +56.9% | -52.5% | -11.6% |
| 3Y | +27.4% | +289.9% | -262.4% | -23.8% |
| 5Y | +17.1% | +259.2% | -242.1% | -29.8% |
| All | +50.7% | +416.3% | -365.6% | -23.8% |
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