+214.5%
BAC vs FTI
+183.5%
+30.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.5% | +5.4% | -3.9% | -0.2% |
| 30D | -6.4% | -8.2% | +1.8% | -4.2% |
| 3M | -21.7% | -13.7% | -8.0% | -18.3% |
| 6M | +0.5% | -11.2% | +11.7% | +3.2% |
| YTD | -6.7% | +46.0% | -52.7% | -18.9% |
| 1Y | -4.7% | +51.8% | -56.5% | -18.3% |
| 3Y | +96.1% | +206.7% | -110.7% | +29.1% |
| 5Y | +21.7% | +862.0% | -840.3% | -49.4% |
| All | +214.5% | +183.5% | +30.9% | +57.0% |
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