+406.7%
BNY vs ELV
+280.2%
+126.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.3% | +3.2% | -4.5% | -2.3% |
| 30D | -0.2% | +5.4% | -5.5% | -1.8% |
| 3M | +14.9% | +5.4% | +9.6% | +12.4% |
| 6M | +40.0% | +45.7% | -5.7% | +23.6% |
| YTD | +42.0% | +21.2% | +20.8% | +31.5% |
| 1Y | +56.9% | +35.6% | +21.2% | +39.5% |
| 3Y | +289.9% | -2.0% | +291.9% | +273.9% |
| 5Y | +259.2% | +26.0% | +233.2% | +203.8% |
| All | +406.7% | +280.2% | +126.5% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling