+1,851.9%
TER vs BNY
+416.3%
+1,435.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | +6.4% | -1.3% | +7.7% | +7.2% |
| 30D | -5.7% | -0.2% | -5.5% | -5.6% |
| 3M | -0.4% | +14.9% | -15.3% | -9.5% |
| 6M | +25.8% | +40.0% | -14.2% | +1.3% |
| YTD | +96.4% | +42.0% | +54.4% | +56.6% |
| 1Y | +229.2% | +56.9% | +172.4% | +146.4% |
| 3Y | +288.1% | +289.9% | -1.7% | +65.2% |
| 5Y | +219.9% | +259.2% | -39.3% | +40.9% |
| All | +1,851.9% | +416.3% | +1,435.6% | +587.0% |
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 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