+43.9%
BNY vs EXE
-18.4%
+62.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +2.2% |
| 7D | +2.8% | -4.7% | +7.4% | +2.6% |
| 30D | +6.7% | +1.0% | +5.7% | +6.7% |
| 3M | -2.2% | -5.6% | +3.4% | -2.4% |
| 6M | +16.8% | -12.3% | +29.1% | +16.0% |
| YTD | +33.9% | -19.5% | +53.4% | +33.3% |
| 1Y | +43.9% | -18.9% | +62.8% | +41.5% |
| All | +43.9% | -18.4% | +62.3% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling