+19.1%
EXC vs BNY
+287.0%
-267.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -3.6% | -0.2% | -3.5% | -3.6% |
| 3M | -4.3% | +14.9% | -19.2% | -5.3% |
| 6M | -9.9% | +40.0% | -49.9% | -12.6% |
| YTD | +1.8% | +42.0% | -40.2% | -1.9% |
| 1Y | +2.9% | +56.9% | -54.0% | -2.7% |
| 3Y | +19.1% | +289.9% | -270.8% | -14.2% |
| All | +19.1% | +287.0% | -267.9% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling