+3.4%
EXC vs BNY
+45.2%
-41.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +2.0% |
| 7D | +3.3% | +2.8% | +0.5% | +3.7% |
| 30D | +13.3% | +6.7% | +6.6% | +14.5% |
| 3M | +1.8% | -2.2% | +4.0% | +1.4% |
| 6M | +1.1% | +16.8% | -15.7% | +4.9% |
| YTD | +9.0% | +33.9% | -24.9% | +15.5% |
| 1Y | +3.4% | +43.9% | -40.6% | +8.6% |
| All | +3.4% | +45.2% | -41.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling