+42.3%
BNY vs EL
+9.3%
+33.0%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.2% |
| 7D | +0.3% | -2.4% | +2.6% | +0.3% |
| 30D | +1.9% | +13.7% | -11.7% | +2.5% |
| 3M | +13.9% | +14.5% | -0.6% | +14.4% |
| 6M | +42.3% | +7.4% | +34.9% | +42.8% |
| All | +42.3% | +9.3% | +33.0% | +42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling