-4.6%
BA vs FTV
-3.2%
-1.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +1.2% | -4.5% | +5.6% | +3.4% |
| 30D | -11.6% | -7.1% | -4.6% | -8.5% |
| 3M | -2.4% | -7.2% | +4.8% | +0.9% |
| 6M | -6.6% | -1.5% | -5.1% | -6.6% |
| YTD | -2.2% | +3.5% | -5.7% | -5.6% |
| 1Y | -8.0% | +20.3% | -28.4% | -19.4% |
| All | -4.6% | -3.2% | -1.5% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling