+18.0%
BAC vs FTV
+12.0%
+6.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -7.7% | +15.7% | -23.3% | -14.4% |
| 3M | -21.2% | +7.5% | -28.7% | -24.3% |
| 6M | -6.8% | +8.5% | -15.3% | -11.3% |
| YTD | -8.7% | +18.8% | -27.5% | -18.1% |
| 1Y | -5.3% | +28.5% | -33.8% | -18.8% |
| 3Y | +87.4% | +34.0% | +53.4% | +53.5% |
| All | +18.0% | +12.0% | +6.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling