-0.3%
FTV vs BIYA
-99.8%
+99.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -1.3% | +2.7% | -4.0% | -1.3% |
| 30D | -9.5% | -16.7% | +7.2% | -9.4% |
| 3M | -10.9% | -74.6% | +63.7% | -10.7% |
| 6M | -0.6% | -85.4% | +84.8% | -0.8% |
| YTD | +1.4% | -94.2% | +95.6% | +2.5% |
| 1Y | +17.6% | -98.6% | +116.2% | +23.0% |
| All | -0.3% | -99.8% | +99.5% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling