-1.7%
FTNY price history and return analytics
+14.8%
-16.5%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | -3.4% | -1.0% | -2.4% | -3.3% |
| 3M | -3.9% | +3.2% | -7.1% | -4.2% |
| 6M | -2.5% | +12.5% | -15.0% | -3.7% |
| YTD | -1.5% | +14.1% | -15.6% | -2.7% |
| All | -1.7% | +14.8% | -16.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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