+31.8%
BA vs FTI
+184.4%
-152.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.6% |
| 7D | +1.1% | -7.6% | +8.7% | +3.8% |
| 30D | -7.9% | -7.1% | -0.8% | -6.0% |
| 3M | -25.3% | -8.7% | -16.6% | -23.5% |
| 6M | -24.6% | -14.0% | -10.6% | -22.0% |
| YTD | -20.1% | +42.8% | -63.0% | -31.9% |
| 1Y | -11.8% | +50.4% | -62.1% | -26.3% |
| 3Y | -10.1% | +194.1% | -204.2% | -43.8% |
| 5Y | -22.7% | +775.2% | -798.0% | -71.0% |
| All | +31.8% | +184.4% | -152.7% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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