+601.4%
BNY vs ESI
+208.0%
+393.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.4% |
| 7D | -1.1% | -2.3% | +1.3% | -0.4% |
| 30D | +1.4% | -9.0% | +10.5% | +4.1% |
| 3M | +16.8% | -13.3% | +30.1% | +20.3% |
| 6M | +42.0% | +5.3% | +36.7% | +36.5% |
| YTD | +41.9% | +37.6% | +4.3% | +24.9% |
| 1Y | +59.2% | +33.6% | +25.6% | +40.7% |
| 3Y | +290.9% | +75.8% | +215.1% | +210.5% |
| 5Y | +259.0% | +68.6% | +190.4% | +185.3% |
| 10Y | +413.0% | +301.8% | +111.3% | +212.4% |
| All | +601.4% | +208.0% | +393.4% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling