-1.4%
BAC vs FTI
+54.7%
-56.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | +3.2% | +4.3% | -1.1% | +2.7% |
| 30D | -0.7% | -4.7% | +3.9% | -0.3% |
| 3M | -20.0% | -13.5% | -6.5% | -18.4% |
| 6M | +3.4% | -8.7% | +12.1% | +4.6% |
| YTD | -5.7% | +49.0% | -54.8% | -15.1% |
| 1Y | -1.4% | +54.0% | -55.5% | -13.0% |
| All | -1.4% | +54.7% | -56.1% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling