+660.3%
BNY vs ET
+1,438.5%
-778.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | +0.2% | -1.6% | -1.4% |
| 30D | -0.2% | +2.9% | -3.0% | -1.1% |
| 3M | +14.9% | +16.8% | -1.9% | +9.4% |
| 6M | +40.0% | +18.9% | +21.1% | +32.3% |
| YTD | +42.0% | +37.7% | +4.3% | +28.1% |
| 1Y | +56.9% | +32.4% | +24.4% | +43.1% |
| 3Y | +289.9% | +99.5% | +190.4% | +211.7% |
| 5Y | +259.2% | +244.0% | +15.2% | +141.0% |
| 10Y | +413.3% | +172.1% | +241.2% | +236.7% |
| All | +660.3% | +1,438.5% | -778.3% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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