-22.4%
BA vs FTV
+18.0%
-40.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -0.6% | +3.7% | -4.3% | -2.7% |
| 30D | -8.0% | +16.8% | -24.9% | -16.3% |
| 3M | -25.8% | +10.4% | -36.2% | -30.3% |
| 6M | -27.6% | +12.8% | -40.4% | -33.2% |
| YTD | -21.0% | +23.3% | -44.3% | -32.1% |
| 1Y | -12.3% | +31.0% | -43.2% | -27.7% |
| 3Y | -12.8% | +38.6% | -51.3% | -32.9% |
| 5Y | -22.4% | +17.6% | -39.9% | -39.4% |
| All | -22.4% | +18.0% | -40.3% | -39.4% |
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 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