-11.8%
BA vs FTI
+49.9%
-61.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.8% |
| 7D | +1.1% | -7.6% | +8.7% | +0.3% |
| 30D | -7.9% | -7.1% | -0.8% | -8.6% |
| 3M | -25.3% | -8.7% | -16.6% | -25.6% |
| 6M | -24.6% | -14.0% | -10.6% | -25.2% |
| YTD | -20.1% | +42.8% | -63.0% | -23.9% |
| 1Y | -11.8% | +50.4% | -62.1% | -14.8% |
| All | -11.8% | +49.9% | -61.7% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling