+442.5%
BNY vs EOSE
-60.6%
+503.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | -0.2% | -6.8% | +6.7% | -0.1% |
| 3M | +14.9% | -36.3% | +51.2% | +16.4% |
| 6M | +40.0% | -38.8% | +78.7% | +41.0% |
| YTD | +42.0% | -65.5% | +107.5% | +45.2% |
| 1Y | +56.9% | -45.3% | +102.1% | +56.5% |
| 3Y | +289.9% | +44.2% | +245.7% | +260.3% |
| 5Y | +259.2% | -69.5% | +328.7% | +218.9% |
| All | +442.5% | -60.6% | +503.1% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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