+289.9%
BNY vs EL
-34.0%
+323.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -1.3% | -6.5% | +5.2% | -0.6% |
| 30D | -0.2% | +11.1% | -11.3% | -1.4% |
| 3M | +14.9% | +10.7% | +4.2% | +13.4% |
| 6M | +40.0% | +6.9% | +33.1% | +38.1% |
| YTD | +42.0% | -6.3% | +48.3% | +41.7% |
| 1Y | +56.9% | +13.5% | +43.4% | +52.1% |
| 3Y | +289.9% | -33.1% | +322.9% | +289.3% |
| All | +289.9% | -34.0% | +323.8% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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