-35.7%
U vs BNY
+441.7%
-477.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.4% | +4.5% |
| 7D | +5.5% | -1.3% | +6.8% | +6.6% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +64.6% | +14.9% | +49.7% | +46.2% |
| 6M | +119.4% | +40.0% | +79.4% | +65.9% |
| YTD | -0.5% | +42.0% | -42.5% | -24.3% |
| 1Y | +1.3% | +56.9% | -55.6% | -28.4% |
| 3Y | +15.6% | +289.9% | -274.2% | -56.4% |
| 5Y | -67.5% | +259.2% | -326.7% | -87.5% |
| All | -35.7% | +441.7% | -477.4% | -69.4% |
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 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