+26.8%
BA vs FTV
+107.5%
-80.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | -1.4% | -0.7% | -0.7% | -1.0% |
| 30D | -7.9% | +18.3% | -26.2% | -19.0% |
| 3M | -25.2% | +10.2% | -35.4% | -30.8% |
| 6M | -26.7% | +12.8% | -39.5% | -33.9% |
| YTD | -19.6% | +23.4% | -43.0% | -33.6% |
| 1Y | -10.6% | +31.4% | -42.0% | -29.9% |
| 3Y | -11.2% | +38.7% | -49.9% | -35.4% |
| 5Y | -20.4% | +18.6% | -39.0% | -35.3% |
| 10Y | +26.8% | +110.1% | -83.4% | -27.5% |
| All | +26.8% | +107.5% | -80.7% | -27.5% |
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