+289.9%
BNY vs ELV
-2.1%
+292.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.3% | +3.2% | -4.5% | -1.5% |
| 30D | -0.2% | +5.4% | -5.5% | -0.5% |
| 3M | +14.9% | +5.4% | +9.6% | +14.2% |
| 6M | +40.0% | +45.7% | -5.7% | +36.0% |
| YTD | +42.0% | +21.2% | +20.8% | +39.2% |
| 1Y | +56.9% | +35.6% | +21.2% | +52.8% |
| 3Y | +289.9% | -2.0% | +291.9% | +286.7% |
| All | +289.9% | -2.1% | +292.0% | +286.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling