+7,924.2%
BNY vs ES
+1,195.4%
+6,728.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.3% | -3.6% | +2.2% | 0.0% |
| 30D | -0.2% | -4.2% | +4.1% | +1.4% |
| 3M | +14.9% | +0.1% | +14.8% | +14.6% |
| 6M | +40.0% | -6.2% | +46.2% | +42.5% |
| YTD | +42.0% | +4.1% | +37.9% | +38.7% |
| 1Y | +56.9% | +10.2% | +46.7% | +49.0% |
| 3Y | +289.9% | +26.1% | +263.8% | +244.7% |
| 5Y | +259.2% | -5.3% | +264.5% | +249.7% |
| 10Y | +413.3% | +82.4% | +330.9% | +273.2% |
| All | +7,924.2% | +1,195.4% | +6,728.7% | +2,533.2% |
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