+84.9%
USB vs BNY
+324.4%
-239.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +1.2% | +0.2% | +0.4% |
| 30D | +6.4% | +6.4% | +0.1% | +1.1% |
| 3M | -4.5% | -4.8% | +0.3% | -0.8% |
| 6M | +11.4% | +16.8% | -5.4% | -2.8% |
| YTD | +17.1% | +32.5% | -15.4% | -8.5% |
| 1Y | +32.6% | +38.6% | -6.0% | -0.3% |
| 3Y | +101.8% | +254.3% | -152.5% | -31.4% |
| 5Y | +25.1% | +192.4% | -167.3% | -50.4% |
| 10Y | +84.9% | +322.4% | -237.6% | -51.8% |
| All | +84.9% | +324.4% | -239.6% | -51.8% |
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