-6.8%
BAC vs FTI
-14.0%
+7.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.0% |
| 7D | -1.2% | -7.6% | +6.5% | -0.4% |
| 30D | -7.7% | -7.1% | -0.5% | -7.1% |
| 3M | -21.2% | -8.7% | -12.5% | -20.2% |
| 6M | -6.8% | -14.0% | +7.1% | -3.4% |
| All | -6.8% | -14.0% | +7.2% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling