+28.1%
BA vs FTV
+113.3%
-85.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.5% |
| 7D | -1.7% | +0.4% | -2.1% | -2.1% |
| 30D | -9.5% | +17.2% | -26.6% | -19.8% |
| 3M | -26.5% | +8.9% | -35.3% | -31.4% |
| 6M | -27.4% | +11.3% | -38.7% | -33.8% |
| YTD | -20.6% | +21.9% | -42.5% | -33.8% |
| 1Y | -11.4% | +31.6% | -43.0% | -30.6% |
| 3Y | -10.8% | +38.1% | -48.9% | -34.9% |
| 5Y | -21.9% | +15.7% | -37.6% | -35.3% |
| 10Y | +28.1% | +107.5% | -79.3% | -26.4% |
| All | +28.1% | +113.3% | -85.2% | -26.4% |
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