+289.9%
BNY vs EFV
+90.2%
+199.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.8% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | -0.2% | +0.6% | -0.8% | -0.6% |
| 3M | +14.9% | +7.5% | +7.4% | +8.8% |
| 6M | +40.0% | +13.0% | +27.0% | +27.4% |
| YTD | +42.0% | +18.3% | +23.7% | +24.4% |
| 1Y | +56.9% | +26.7% | +30.1% | +30.1% |
| 3Y | +289.9% | +89.6% | +200.3% | +126.3% |
| All | +289.9% | +90.2% | +199.6% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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