+256.9%
BNY vs ECL
+27.6%
+229.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.7% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -0.2% | -0.8% | +0.6% | +0.1% |
| 3M | +14.9% | +5.0% | +9.9% | +12.1% |
| 6M | +40.0% | +0.2% | +39.7% | +39.0% |
| YTD | +42.0% | +5.8% | +36.2% | +37.2% |
| 1Y | +56.9% | +1.5% | +55.3% | +54.0% |
| 3Y | +289.9% | +55.0% | +234.9% | +208.3% |
| All | +256.9% | +27.6% | +229.4% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling