-11.5%
BA vs FTI
+48.6%
-60.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.5% |
| 7D | -1.7% | -4.3% | +2.6% | -2.2% |
| 30D | -9.5% | -8.0% | -1.4% | -10.2% |
| 3M | -26.5% | -8.0% | -18.4% | -26.7% |
| 6M | -27.4% | -8.7% | -18.7% | -27.9% |
| YTD | -20.6% | +43.9% | -64.5% | -24.7% |
| All | -11.5% | +48.6% | -60.1% | -15.0% |
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