-22.4%
BA vs FTI
+848.3%
-870.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.6% | +5.4% | -6.0% | -1.7% |
| 30D | -8.0% | -8.2% | +0.2% | -6.5% |
| 3M | -25.8% | -13.7% | -12.1% | -23.6% |
| 6M | -27.6% | -11.2% | -16.4% | -26.4% |
| YTD | -21.0% | +46.0% | -67.0% | -29.8% |
| 1Y | -12.3% | +51.8% | -64.0% | -23.0% |
| 3Y | -12.8% | +206.7% | -219.5% | -37.6% |
| 5Y | -22.4% | +862.0% | -884.4% | -61.1% |
| All | -22.4% | +848.3% | -870.6% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling