+406.7%
BNY vs EXPE
+169.0%
+237.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -1.3% | -5.8% | +4.5% | +0.1% |
| 30D | -0.2% | -13.6% | +13.5% | +3.3% |
| 3M | +14.9% | +25.2% | -10.3% | +7.4% |
| 6M | +40.0% | +22.3% | +17.6% | +30.9% |
| YTD | +42.0% | -0.3% | +42.3% | +38.7% |
| 1Y | +56.9% | +27.8% | +29.0% | +42.0% |
| 3Y | +289.9% | +162.4% | +127.4% | +175.7% |
| 5Y | +259.2% | +95.8% | +163.4% | +161.4% |
| All | +406.7% | +169.0% | +237.7% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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