+7,916.8%
BNY vs ECL
+12,677.8%
-4,761.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +1.9% |
| 30D | +1.9% | -4.3% | +6.2% | +4.4% |
| 3M | +13.9% | +3.2% | +10.7% | +11.2% |
| 6M | +42.3% | -2.9% | +45.2% | +43.3% |
| YTD | +41.8% | +4.3% | +37.6% | +36.5% |
| 1Y | +57.9% | +1.6% | +56.3% | +53.6% |
| 3Y | +290.7% | +54.3% | +236.5% | +190.3% |
| 5Y | +252.3% | +26.5% | +225.8% | +187.1% |
| 10Y | +412.8% | +155.6% | +257.2% | +162.7% |
| All | +7,916.8% | +12,677.8% | -4,761.0% | +851.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling