+224.4%
BAC vs FTI
+1,731.3%
-1,506.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +2.1% | -3.3% | +5.3% | +3.3% |
| 30D | -6.7% | -7.2% | +0.5% | -4.4% |
| 3M | -20.2% | -12.9% | -7.4% | -16.3% |
| 6M | -0.2% | -7.9% | +7.7% | +1.5% |
| YTD | -6.4% | +45.2% | -51.5% | -21.2% |
| 1Y | -3.1% | +48.1% | -51.2% | -19.2% |
| 3Y | +96.7% | +205.0% | -108.2% | +17.3% |
| 5Y | +21.3% | +838.8% | -817.5% | -58.5% |
| 10Y | +237.7% | +174.8% | +62.9% | +58.2% |
| All | +224.4% | +1,731.3% | -1,506.9% | -25.2% |
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