-9.1%
T vs BNY
+59.6%
-68.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -1.9% |
| 7D | -1.3% | +1.4% | -2.7% | -1.2% |
| 30D | +11.4% | +3.8% | +7.5% | +11.7% |
| 3M | +14.3% | +14.9% | -0.6% | +15.9% |
| 6M | -9.3% | +40.3% | -49.6% | -5.6% |
| YTD | +7.1% | +43.8% | -36.7% | +9.9% |
| 1Y | -9.1% | +58.9% | -68.0% | -9.0% |
| All | -9.1% | +59.6% | -68.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling