+468.3%
BNY vs FTV
+82.6%
+385.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +1.3% |
| 7D | -1.1% | -5.2% | +4.1% | +1.8% |
| 30D | +1.4% | -11.5% | +12.9% | +8.3% |
| 3M | +16.8% | -9.0% | +25.8% | +22.2% |
| 6M | +42.0% | -2.0% | +44.0% | +41.9% |
| YTD | +41.9% | -0.9% | +42.9% | +40.1% |
| 1Y | +59.2% | +14.8% | +44.4% | +43.8% |
| 3Y | +290.9% | -5.5% | +296.4% | +284.8% |
| 5Y | +259.0% | -1.9% | +260.9% | +239.0% |
| 10Y | +413.0% | +78.2% | +334.8% | +269.5% |
| All | +468.3% | +82.6% | +385.6% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling