+256.9%
BNY vs ESTC
-47.6%
+304.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -9.2% | +7.8% | -0.3% |
| 30D | -0.2% | +8.1% | -8.2% | -1.5% |
| 3M | +14.9% | +38.5% | -23.5% | +9.8% |
| 6M | +40.0% | +57.8% | -17.8% | +31.0% |
| YTD | +42.0% | +10.5% | +31.4% | +38.4% |
| 1Y | +56.9% | -6.4% | +63.2% | +55.5% |
| 3Y | +289.9% | +4.7% | +285.2% | +266.4% |
| All | +256.9% | -47.6% | +304.5% | +221.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling