+49.7%
BA vs FTV
+119.0%
-69.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 3M | -25.3% | +7.5% | -32.8% | -29.5% |
| 6M | -24.6% | +8.5% | -33.1% | -29.8% |
| YTD | -20.1% | +18.8% | -38.9% | -31.9% |
| 1Y | -11.8% | +28.5% | -40.3% | -29.3% |
| 3Y | -10.1% | +34.0% | -44.1% | -32.4% |
| 5Y | -22.7% | +12.6% | -35.4% | -34.4% |
| 10Y | +35.1% | +111.4% | -76.3% | -21.0% |
| All | +49.7% | +119.0% | -69.4% | -13.2% |
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