+289.9%
BNY vs EQX
+168.9%
+120.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | -0.2% | +7.8% | -7.9% | -0.7% |
| 3M | +14.9% | +21.3% | -6.4% | +13.3% |
| 6M | +40.0% | -22.4% | +62.4% | +41.1% |
| YTD | +42.0% | -11.3% | +53.3% | +41.6% |
| 1Y | +56.9% | +13.5% | +43.3% | +54.4% |
| 3Y | +289.9% | +162.1% | +127.7% | +259.4% |
| All | +289.9% | +168.9% | +120.9% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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