+1.7%
FTV vs BIYA
-99.8%
+101.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -1.0% |
| 7D | -4.5% | +1.3% | -5.8% | -4.5% |
| 30D | -7.1% | -21.0% | +13.9% | -6.9% |
| 3M | -7.2% | -74.3% | +67.2% | -7.0% |
| 6M | -1.5% | -84.6% | +83.1% | -1.7% |
| YTD | +3.5% | -94.2% | +97.6% | +4.6% |
| 1Y | +20.3% | -98.2% | +118.6% | +24.8% |
| All | +1.7% | -99.8% | +101.5% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling