+406.7%
BNY vs EXEL
+375.2%
+31.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -1.3% | -4.9% | +3.6% | -0.6% |
| 30D | -0.2% | +11.4% | -11.6% | -1.8% |
| 3M | +14.9% | +4.9% | +10.0% | +13.9% |
| 6M | +40.0% | +34.4% | +5.6% | +33.5% |
| YTD | +42.0% | +28.0% | +13.9% | +36.1% |
| 1Y | +56.9% | +43.6% | +13.2% | +47.3% |
| 3Y | +289.9% | +155.2% | +134.7% | +228.5% |
| 5Y | +259.2% | +181.2% | +78.0% | +193.8% |
| All | +406.7% | +375.2% | +31.5% | +281.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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