+406.7%
BNY vs EME
+1,362.1%
-955.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.6% |
| 7D | -1.3% | +3.5% | -4.8% | -2.7% |
| 30D | -0.2% | -6.3% | +6.2% | +2.0% |
| 3M | +14.9% | -3.8% | +18.7% | +15.0% |
| 6M | +40.0% | +8.5% | +31.5% | +32.6% |
| YTD | +42.0% | +27.8% | +14.2% | +24.9% |
| 1Y | +56.9% | +22.2% | +34.6% | +37.7% |
| 3Y | +289.9% | +253.5% | +36.4% | +94.0% |
| 5Y | +259.2% | +578.6% | -319.4% | +24.3% |
| All | +406.7% | +1,362.1% | -955.4% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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