-0.9%
BA vs FTI
+1,129.5%
-1,130.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | +5.3% | -4.1% | 0.0% |
| 30D | -11.6% | +15.3% | -27.0% | -14.5% |
| 3M | -2.4% | +15.8% | -18.1% | -6.2% |
| 6M | -6.6% | +22.6% | -29.2% | -12.1% |
| YTD | -2.2% | +79.5% | -81.8% | -16.7% |
| 1Y | -8.0% | +102.0% | -110.0% | -24.3% |
| 3Y | -5.0% | +315.8% | -320.8% | -36.2% |
| All | -0.9% | +1,129.5% | -1,130.4% | -54.0% |
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 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