+237.7%
BAC vs FTI
+178.7%
+59.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +2.1% | -3.3% | +5.3% | +3.1% |
| 30D | -6.7% | -7.2% | +0.5% | -4.8% |
| 3M | -20.2% | -12.9% | -7.4% | -17.1% |
| 6M | -0.2% | -7.9% | +7.7% | +1.3% |
| YTD | -6.4% | +45.2% | -51.5% | -18.5% |
| 1Y | -3.1% | +48.1% | -51.2% | -16.3% |
| 3Y | +96.7% | +205.0% | -108.2% | +29.7% |
| 5Y | +21.3% | +838.8% | -817.5% | -49.1% |
| 10Y | +237.7% | +174.8% | +62.9% | +69.5% |
| All | +237.7% | +178.7% | +59.0% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling