-22.1%
BA vs FTI
+776.4%
-798.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.2% |
| 7D | +1.1% | -7.6% | +8.7% | +2.8% |
| 30D | -7.9% | -7.1% | -0.8% | -6.7% |
| 3M | -25.3% | -8.7% | -16.6% | -24.2% |
| 6M | -24.6% | -14.0% | -10.6% | -22.9% |
| YTD | -20.1% | +42.8% | -63.0% | -28.7% |
| 1Y | -11.8% | +50.4% | -62.1% | -22.4% |
| 3Y | -10.1% | +194.1% | -204.2% | -35.0% |
| All | -22.1% | +776.4% | -798.5% | -59.1% |
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