+7,500.8%
BNY vs ES
+1,272.1%
+6,228.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +3.9% | +2.7% | +1.1% | +2.8% |
| 30D | +11.9% | +7.6% | +4.4% | +8.9% |
| 3M | -5.0% | +0.5% | -5.5% | -5.4% |
| 6M | +14.6% | +7.6% | +7.0% | +10.9% |
| YTD | +34.5% | +10.2% | +24.3% | +28.4% |
| 1Y | +40.6% | +1.8% | +38.8% | +37.6% |
| 3Y | +261.7% | +55.4% | +206.3% | +195.9% |
| 5Y | +192.3% | +7.3% | +185.0% | +171.4% |
| 10Y | +324.0% | +96.4% | +227.6% | +200.0% |
| All | +7,500.8% | +1,272.1% | +6,228.7% | +2,337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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