+22.0%
USB vs BNY
+185.8%
-163.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +5.8% | +4.0% | +1.9% | +2.5% |
| 3M | -6.0% | -6.6% | +0.6% | -0.8% |
| 6M | +7.8% | +11.5% | -3.7% | -2.4% |
| YTD | +14.6% | +29.5% | -14.9% | -9.2% |
| 1Y | +31.8% | +38.7% | -6.9% | -1.7% |
| 3Y | +91.5% | +251.5% | -160.0% | -37.8% |
| All | +22.0% | +185.8% | -163.8% | -53.9% |
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