+2,343.9%
EXC vs BNY
+8,066.6%
-5,722.7%
-62.3%
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% | -0.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -0.9% | +1.9% | -2.8% | -1.3% |
| 3M | -2.7% | +13.9% | -16.6% | -5.7% |
| 6M | -9.4% | +42.3% | -51.7% | -16.6% |
| YTD | +3.0% | +41.8% | -38.8% | -5.4% |
| 1Y | +5.1% | +57.9% | -52.8% | -5.9% |
| 3Y | +20.6% | +290.7% | -270.1% | -13.0% |
| 5Y | +45.7% | +252.3% | -206.6% | +6.0% |
| 10Y | +160.8% | +412.8% | -252.0% | +69.9% |
| All | +2,343.9% | +8,066.6% | -5,722.7% | +788.9% |
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