-66.5%
U vs BNY
+256.6%
-323.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.4% | +4.4% |
| 7D | +5.5% | -1.3% | +6.8% | +7.0% |
| 30D | -1.3% | -0.2% | -1.1% | -1.4% |
| 3M | +64.6% | +14.9% | +49.7% | +38.9% |
| 6M | +119.4% | +40.0% | +79.4% | +46.8% |
| YTD | -0.5% | +42.0% | -42.5% | -33.1% |
| 1Y | +1.3% | +56.9% | -55.6% | -39.0% |
| 3Y | +15.6% | +289.9% | -274.2% | -75.2% |
| All | -66.5% | +256.6% | -323.1% | -92.4% |
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