+310.7%
BA vs FTI
+1,731.3%
-1,420.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | 0.0% | -3.3% | +3.3% | +1.0% |
| 30D | -8.9% | -7.2% | -1.7% | -7.1% |
| 3M | -25.5% | -12.9% | -12.7% | -22.6% |
| 6M | -27.0% | -7.9% | -19.1% | -26.3% |
| YTD | -20.1% | +45.2% | -65.3% | -31.0% |
| 1Y | -11.0% | +48.1% | -59.1% | -23.7% |
| 3Y | -11.8% | +205.0% | -216.8% | -42.3% |
| 5Y | -20.6% | +838.8% | -859.5% | -66.6% |
| 10Y | +26.6% | +174.8% | -148.2% | -32.9% |
| All | +310.7% | +1,731.3% | -1,420.6% | -5.4% |
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