+6,167.6%
EW vs BNY
+600.3%
+5,567.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -6.4% | +1.9% | -8.3% | -6.8% |
| 3M | -1.6% | +13.9% | -15.5% | -4.8% |
| 6M | +2.3% | +42.3% | -40.0% | -6.4% |
| YTD | +1.1% | +41.8% | -40.8% | -7.6% |
| 1Y | +8.0% | +57.9% | -50.0% | -3.9% |
| 3Y | +16.3% | +290.7% | -274.4% | -17.7% |
| 5Y | -29.4% | +252.3% | -281.7% | -49.3% |
| 10Y | +125.6% | +412.8% | -287.2% | +45.2% |
| All | +6,167.6% | +600.3% | +5,567.3% | +3,367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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