+43.0%
EXC vs BNY
+256.6%
-213.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -3.6% | -0.2% | -3.5% | -3.6% |
| 3M | -4.3% | +14.9% | -19.2% | -6.5% |
| 6M | -9.9% | +40.0% | -49.9% | -15.1% |
| YTD | +1.8% | +42.0% | -40.2% | -4.7% |
| 1Y | +2.9% | +56.9% | -54.0% | -5.7% |
| 3Y | +19.1% | +289.9% | -270.8% | -12.4% |
| All | +43.0% | +256.6% | -213.6% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling