+256.9%
BNY vs ED
+67.9%
+189.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -0.2% | -0.4% | +0.2% | -0.1% |
| 3M | +14.9% | +0.5% | +14.5% | +14.6% |
| 6M | +40.0% | -3.1% | +43.1% | +40.5% |
| YTD | +42.0% | +9.8% | +32.1% | +38.3% |
| 1Y | +56.9% | +12.6% | +44.3% | +51.6% |
| 3Y | +289.9% | +31.4% | +258.5% | +254.9% |
| All | +256.9% | +67.9% | +189.0% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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