+7,916.8%
BNY vs ED
+2,221.6%
+5,695.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +1.9% | +1.9% | 0.0% | +0.9% |
| 3M | +13.9% | +1.9% | +12.0% | +12.5% |
| 6M | +42.3% | -2.3% | +44.6% | +43.0% |
| YTD | +41.8% | +10.9% | +31.0% | +33.3% |
| 1Y | +57.9% | +14.5% | +43.4% | +45.6% |
| 3Y | +290.7% | +33.4% | +257.3% | +226.4% |
| 5Y | +252.3% | +67.3% | +185.0% | +155.9% |
| 10Y | +412.8% | +110.7% | +302.1% | +204.4% |
| All | +7,916.8% | +2,221.6% | +5,695.2% | +1,039.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling