+301.2%
BAC vs FTI
+2,165.1%
-1,863.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.1% | +5.3% | -4.2% | -1.0% |
| 30D | -0.4% | +15.3% | -15.7% | -6.1% |
| 3M | +16.9% | +15.8% | +1.1% | +9.4% |
| 6M | +26.6% | +22.6% | +4.0% | +15.2% |
| YTD | +15.8% | +79.5% | -63.8% | -9.9% |
| 1Y | +27.2% | +102.0% | -74.9% | -6.2% |
| 3Y | +132.4% | +315.8% | -183.4% | +22.4% |
| 5Y | +72.6% | +1,129.5% | -1,056.9% | -47.3% |
| 10Y | +389.7% | +320.9% | +68.8% | +91.4% |
| All | +301.2% | +2,165.1% | -1,863.9% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling