+286.0%
BNY vs ESTC
+26.3%
+259.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.8% |
| 7D | +1.5% | -4.3% | +5.8% | +1.9% |
| 30D | +3.3% | +17.7% | -14.4% | +0.8% |
| 3M | +15.3% | +42.3% | -27.0% | +9.6% |
| 6M | +42.5% | +64.6% | -22.1% | +32.2% |
| YTD | +42.1% | +17.2% | +24.9% | +37.3% |
| 1Y | +59.4% | -4.2% | +63.6% | +57.4% |
| 3Y | +291.5% | +13.5% | +278.0% | +263.4% |
| 5Y | +252.3% | -45.5% | +297.9% | +240.6% |
| All | +286.0% | +26.3% | +259.7% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling