+399.5%
BAC vs FTV
+127.5%
+272.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.4% |
| 30D | -7.2% | +18.3% | -25.5% | -16.7% |
| 3M | -20.4% | +10.2% | -30.6% | -25.6% |
| 6M | +1.3% | +12.8% | -11.5% | -7.3% |
| YTD | -6.4% | +23.4% | -29.8% | -20.2% |
| 1Y | -3.5% | +31.4% | -34.9% | -21.3% |
| 3Y | +96.7% | +38.7% | +58.0% | +50.7% |
| 5Y | +20.6% | +18.6% | +2.0% | +0.5% |
| 10Y | +233.0% | +110.1% | +122.9% | +94.3% |
| All | +399.5% | +127.5% | +272.1% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling