+406.7%
BNY vs ESI
+312.8%
+93.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.3% | -4.6% | +3.3% | +0.3% |
| 30D | -0.2% | -10.5% | +10.3% | +3.7% |
| 3M | +14.9% | -19.8% | +34.7% | +22.8% |
| 6M | +40.0% | +5.8% | +34.2% | +32.4% |
| YTD | +42.0% | +38.3% | +3.7% | +19.7% |
| 1Y | +56.9% | +31.5% | +25.3% | +34.0% |
| 3Y | +289.9% | +80.7% | +209.2% | +182.1% |
| 5Y | +259.2% | +69.4% | +189.8% | +161.1% |
| All | +406.7% | +312.8% | +93.9% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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