+91.5%
USB vs BNY
+248.9%
-157.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +5.8% | +4.0% | +1.9% | +2.9% |
| 3M | -6.0% | -6.6% | +0.6% | -1.4% |
| 6M | +7.8% | +11.5% | -3.7% | -1.5% |
| YTD | +14.6% | +29.5% | -14.9% | -7.5% |
| 1Y | +31.8% | +38.7% | -6.9% | +0.5% |
| 3Y | +91.5% | +251.5% | -160.0% | -42.3% |
| All | +91.5% | +248.9% | -157.4% | -42.3% |
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