+420.2%
BNY vs ELF
+317.0%
+103.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +0.3% |
| 7D | +0.3% | -6.8% | +7.1% | +1.1% |
| 30D | +1.9% | +5.1% | -3.2% | +1.2% |
| 3M | +13.9% | +79.8% | -65.9% | +5.8% |
| 6M | +42.3% | +29.7% | +12.6% | +36.7% |
| YTD | +41.8% | +31.6% | +10.2% | +35.3% |
| 1Y | +57.9% | -27.9% | +85.9% | +59.9% |
| 3Y | +290.7% | -26.4% | +317.2% | +270.1% |
| 5Y | +252.3% | +235.6% | +16.7% | +151.8% |
| All | +420.2% | +317.0% | +103.2% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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