+256.9%
BNY vs EXE
+97.7%
+159.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -1.3% | -3.1% | +1.8% | -0.7% |
| 30D | -0.2% | -0.9% | +0.7% | 0.0% |
| 3M | +14.9% | +9.6% | +5.4% | +12.4% |
| 6M | +40.0% | -11.6% | +51.6% | +43.1% |
| YTD | +42.0% | -12.6% | +54.5% | +44.9% |
| 1Y | +56.9% | +1.2% | +55.7% | +53.8% |
| 3Y | +289.9% | +18.0% | +271.8% | +264.7% |
| All | +256.9% | +97.7% | +159.2% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling