+379.1%
V vs BNY
+416.3%
-37.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -1.2% | -1.3% | +0.1% | -0.6% |
| 30D | +3.1% | -0.2% | +3.2% | +3.1% |
| 3M | +16.3% | +14.9% | +1.4% | +8.8% |
| 6M | +20.4% | +40.0% | -19.6% | +2.6% |
| YTD | +6.3% | +42.0% | -35.7% | -10.4% |
| 1Y | +8.7% | +56.9% | -48.1% | -12.7% |
| 3Y | +53.3% | +289.9% | -236.6% | -20.2% |
| 5Y | +71.1% | +259.2% | -188.1% | -9.6% |
| All | +379.1% | +416.3% | -37.2% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling