+397.7%
BAC vs FTV
+78.2%
+319.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.3% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | -1.4% | -9.5% | +8.1% | +5.1% |
| 3M | +15.7% | -10.9% | +26.7% | +23.8% |
| 6M | +32.2% | -0.6% | +32.8% | +31.1% |
| YTD | +15.8% | +1.4% | +14.4% | +12.1% |
| 1Y | +27.3% | +17.6% | +9.6% | +10.8% |
| 3Y | +137.5% | -3.3% | +140.7% | +130.9% |
| 5Y | +73.1% | -0.1% | +73.2% | +60.6% |
| 10Y | +397.7% | +82.5% | +315.3% | +225.4% |
| All | +397.7% | +78.2% | +319.6% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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