+165.4%
W vs BNY
+469.1%
-303.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +5.9% | +0.3% | +5.6% | +5.7% |
| 30D | -3.0% | +1.9% | -5.0% | -4.6% |
| 3M | +40.3% | +13.9% | +26.4% | +26.3% |
| 6M | +32.2% | +42.3% | -10.1% | +0.2% |
| YTD | -0.3% | +41.8% | -42.1% | -24.3% |
| 1Y | +16.2% | +57.9% | -41.8% | -18.8% |
| 3Y | +40.7% | +290.7% | -250.0% | -48.0% |
| 5Y | -62.3% | +252.3% | -314.6% | -84.8% |
| 10Y | +162.2% | +412.8% | -250.6% | -24.8% |
| All | +165.4% | +469.1% | -303.7% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling