+23.3%
BA vs FTV
+109.2%
-85.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | +3.9% | -5.0% | -3.9% |
| 30D | -7.1% | +18.7% | -25.8% | -18.4% |
| 3M | -25.5% | +10.0% | -35.6% | -31.0% |
| 6M | -28.7% | +14.6% | -43.3% | -36.4% |
| YTD | -21.0% | +23.4% | -44.4% | -34.8% |
| 1Y | -11.9% | +31.3% | -43.2% | -30.8% |
| 3Y | -16.2% | +39.8% | -56.0% | -39.3% |
| 5Y | -22.4% | +17.7% | -40.1% | -36.5% |
| All | +23.3% | +109.2% | -85.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling