-2.3%
FTV vs BIYA
-99.8%
+97.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -4.0% | -1.8% | -2.2% | -3.9% |
| 30D | -11.0% | -17.5% | +6.4% | -10.9% |
| 3M | -8.4% | -78.0% | +69.6% | -8.0% |
| 6M | -2.6% | -89.5% | +86.9% | -1.9% |
| YTD | -0.6% | -94.3% | +93.6% | +0.5% |
| 1Y | +11.0% | -98.6% | +109.5% | +16.1% |
| All | -2.3% | -99.8% | +97.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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