+289.9%
BNY vs FTI
+267.9%
+22.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.3% | -4.4% | +3.1% | -0.4% |
| 30D | -0.2% | +1.5% | -1.7% | -0.5% |
| 3M | +14.9% | +8.2% | +6.7% | +12.7% |
| 6M | +40.0% | +18.8% | +21.2% | +33.9% |
| YTD | +42.0% | +71.7% | -29.7% | +25.0% |
| 1Y | +56.9% | +90.0% | -33.2% | +34.8% |
| 3Y | +289.9% | +270.5% | +19.4% | +186.6% |
| All | +289.9% | +267.9% | +22.0% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling