+798.2%
BNY vs EXR
+2,660.5%
-1,862.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.5% | -0.7% | +2.1% | +1.8% |
| 30D | +3.3% | -6.9% | +10.3% | +7.0% |
| 3M | +15.3% | -3.0% | +18.3% | +16.5% |
| 6M | +42.5% | -2.9% | +45.4% | +43.4% |
| YTD | +42.0% | +9.3% | +32.7% | +34.1% |
| 1Y | +59.3% | -0.9% | +60.2% | +57.3% |
| 3Y | +291.2% | +24.7% | +266.5% | +229.2% |
| 5Y | +252.1% | -11.7% | +263.7% | +239.0% |
| 10Y | +407.1% | +148.4% | +258.7% | +149.0% |
| All | +798.2% | +2,660.5% | -1,862.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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