+406.7%
BNY vs FTV
+80.7%
+326.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.3% | -4.0% | +2.6% | +0.9% |
| 30D | -0.2% | -11.0% | +10.9% | +6.3% |
| 3M | +14.9% | -8.4% | +23.3% | +19.8% |
| 6M | +40.0% | -2.6% | +42.5% | +40.4% |
| YTD | +42.0% | -0.6% | +42.6% | +39.8% |
| 1Y | +56.9% | +11.0% | +45.9% | +44.4% |
| 3Y | +289.9% | -6.3% | +296.2% | +285.8% |
| 5Y | +259.2% | -1.5% | +260.7% | +238.1% |
| All | +406.7% | +80.7% | +326.0% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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