+27.3%
BAC vs FTV
+17.4%
+9.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | -1.4% | -9.5% | +8.1% | +1.5% |
| 3M | +15.7% | -10.9% | +26.7% | +19.5% |
| 6M | +32.2% | -0.6% | +32.8% | +31.6% |
| YTD | +15.8% | +1.4% | +14.4% | +15.2% |
| 1Y | +27.3% | +17.6% | +9.6% | +23.3% |
| All | +27.3% | +17.4% | +9.9% | +23.3% |
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