+395.5%
BAC vs FTI
+299.5%
+96.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -0.7% | +12.3% | -13.1% | -4.5% |
| 3M | +16.9% | +13.8% | +3.2% | +11.5% |
| 6M | +29.6% | +24.3% | +5.3% | +19.6% |
| YTD | +15.3% | +75.8% | -60.5% | -5.2% |
| 1Y | +28.8% | +99.6% | -70.8% | +1.1% |
| 3Y | +136.4% | +278.4% | -142.0% | +45.5% |
| 5Y | +72.9% | +1,168.7% | -1,095.8% | -34.7% |
| All | +395.5% | +299.5% | +96.1% | +123.7% |
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