+103.8%
USB vs BNY
+262.4%
-158.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +2.6% | +3.9% | -1.3% | -0.2% |
| 30D | +8.4% | +11.9% | -3.5% | -0.1% |
| 3M | -5.5% | -5.0% | -0.5% | -2.1% |
| 6M | +17.7% | +14.6% | +3.1% | +5.6% |
| YTD | +17.6% | +34.5% | -16.9% | -7.7% |
| 1Y | +33.9% | +40.6% | -6.7% | +1.3% |
| 3Y | +103.8% | +261.7% | -157.9% | -38.6% |
| All | +103.8% | +262.4% | -158.5% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling