+41.2%
USB vs BNY
+250.3%
-209.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +1.4% | +1.4% | 0.0% | +0.3% |
| 30D | -1.3% | +3.8% | -5.2% | -4.3% |
| 3M | +15.2% | +14.9% | +0.3% | +2.4% |
| 6M | +18.8% | +40.3% | -21.5% | -10.9% |
| YTD | +21.0% | +43.8% | -22.7% | -11.6% |
| 1Y | +34.0% | +58.9% | -24.9% | -10.3% |
| 3Y | +95.3% | +290.4% | -195.1% | -40.7% |
| All | +41.2% | +250.3% | -209.2% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling