+402.8%
BA vs FTI
+2,165.1%
-1,762.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | +5.3% | -4.1% | -0.5% |
| 30D | -11.6% | +15.3% | -27.0% | -15.7% |
| 3M | -2.4% | +15.8% | -18.1% | -7.7% |
| 6M | -6.6% | +22.6% | -29.2% | -14.0% |
| YTD | -2.2% | +79.5% | -81.8% | -20.7% |
| 1Y | -8.0% | +102.0% | -110.0% | -28.6% |
| 3Y | -5.0% | +315.8% | -320.8% | -43.7% |
| 5Y | -2.7% | +1,129.5% | -1,132.2% | -62.6% |
| 10Y | +75.9% | +320.9% | -245.1% | -17.9% |
| All | +402.8% | +2,165.1% | -1,762.3% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling