+285.5%
BNY vs ESTC
+19.1%
+266.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -9.2% | +7.8% | -0.2% |
| 30D | -0.2% | +8.1% | -8.2% | -1.6% |
| 3M | +14.9% | +38.5% | -23.5% | +9.6% |
| 6M | +40.0% | +57.8% | -17.8% | +30.6% |
| YTD | +42.0% | +10.5% | +31.4% | +38.1% |
| 1Y | +56.9% | -6.4% | +63.2% | +55.2% |
| 3Y | +289.9% | +4.7% | +285.2% | +265.6% |
| 5Y | +259.2% | -47.8% | +307.0% | +248.8% |
| All | +285.5% | +19.1% | +266.4% | +185.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling