+83.2%
BA vs FTV
+90.8%
-7.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | +1.2% | -4.5% | +5.6% | +4.5% |
| 30D | -11.6% | -7.1% | -4.6% | -6.9% |
| 3M | -2.4% | -7.2% | +4.8% | +2.3% |
| 6M | -6.6% | -1.5% | -5.1% | -6.8% |
| YTD | -2.2% | +3.5% | -5.7% | -7.5% |
| 1Y | -8.0% | +20.3% | -28.4% | -23.2% |
| 3Y | -5.0% | -3.1% | -1.9% | -8.2% |
| 5Y | -2.7% | +2.3% | -5.1% | -11.6% |
| 10Y | +75.9% | +76.3% | -0.4% | +16.1% |
| All | +83.2% | +90.8% | -7.6% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling