+256.9%
BNY vs FTV
-2.3%
+259.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.3% | -4.0% | +2.6% | +0.5% |
| 30D | -0.2% | -11.0% | +10.9% | +5.4% |
| 3M | +14.9% | -8.4% | +23.3% | +19.1% |
| 6M | +40.0% | -2.6% | +42.5% | +40.2% |
| YTD | +42.0% | -0.6% | +42.6% | +40.1% |
| 1Y | +56.9% | +11.0% | +45.9% | +45.7% |
| 3Y | +289.9% | -6.3% | +296.2% | +287.8% |
| All | +256.9% | -2.3% | +259.2% | +219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling