+406.7%
BNY vs FTI
+305.3%
+101.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.3% | -4.4% | +3.1% | -0.2% |
| 30D | -0.2% | +1.5% | -1.7% | -0.6% |
| 3M | +14.9% | +8.2% | +6.7% | +12.0% |
| 6M | +40.0% | +18.8% | +21.2% | +32.5% |
| YTD | +42.0% | +71.7% | -29.7% | +21.5% |
| 1Y | +56.9% | +90.0% | -33.2% | +30.1% |
| 3Y | +289.9% | +270.5% | +19.4% | +161.4% |
| 5Y | +259.2% | +1,084.5% | -825.3% | +63.9% |
| All | +406.7% | +305.3% | +101.5% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling