-22.1%
BA vs FTV
+12.0%
-34.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | -7.9% | +15.7% | -23.6% | -15.7% |
| 3M | -25.3% | +7.5% | -32.8% | -28.7% |
| 6M | -24.6% | +8.5% | -33.1% | -28.8% |
| YTD | -20.1% | +18.8% | -38.9% | -29.8% |
| 1Y | -11.8% | +28.5% | -40.3% | -26.6% |
| 3Y | -10.1% | +34.0% | -44.1% | -29.5% |
| All | -22.1% | +12.0% | -34.1% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling