+289.9%
BNY vs ECL
+56.3%
+233.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.4% |
| 7D | -1.3% | -1.1% | -0.2% | -1.0% |
| 30D | -0.2% | -0.8% | +0.6% | 0.0% |
| 3M | +14.9% | +5.0% | +9.9% | +12.9% |
| 6M | +40.0% | +0.2% | +39.7% | +39.4% |
| YTD | +42.0% | +5.8% | +36.2% | +38.6% |
| 1Y | +56.9% | +1.5% | +55.3% | +54.9% |
| 3Y | +289.9% | +55.0% | +234.9% | +234.5% |
| All | +289.9% | +56.3% | +233.6% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling