+33.6%
USB vs BNY
+59.6%
-26.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | +2.1% | +1.5% | +0.6% | +1.3% |
| 30D | -2.3% | +3.3% | -5.6% | -3.9% |
| 3M | +13.9% | +15.3% | -1.5% | +5.1% |
| 6M | +21.6% | +42.5% | -20.9% | -1.6% |
| YTD | +19.3% | +42.0% | -22.7% | -4.2% |
| 1Y | +33.6% | +59.3% | -25.7% | -1.6% |
| All | +33.6% | +59.6% | -26.0% | -1.6% |
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