+24.3%
W vs BNY
+45.2%
-20.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.3% | +8.7% | +9.6% |
| 7D | +8.4% | +2.8% | +5.6% | +6.7% |
| 30D | +16.5% | +6.7% | +9.8% | +12.2% |
| 3M | +6.4% | -2.2% | +8.6% | +6.7% |
| 6M | +90.5% | +16.8% | +73.8% | +66.6% |
| YTD | +23.1% | +33.9% | -10.8% | -3.9% |
| 1Y | +24.3% | +43.9% | -19.6% | -11.4% |
| All | +24.3% | +45.2% | -20.9% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling