-3.5%
BAC vs FTV
+32.8%
-36.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -7.2% | +18.3% | -25.5% | -11.6% |
| 3M | -20.4% | +10.2% | -30.6% | -22.6% |
| 6M | +1.3% | +12.8% | -11.5% | -2.5% |
| YTD | -6.4% | +23.4% | -29.8% | -12.1% |
| 1Y | -3.5% | +31.4% | -34.9% | -12.0% |
| All | -3.5% | +32.8% | -36.4% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling