+387.2%
BAC vs FTV
+119.0%
+268.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 3M | -21.2% | +7.5% | -28.7% | -25.1% |
| 6M | -6.8% | +8.5% | -15.3% | -12.5% |
| YTD | -8.7% | +18.8% | -27.5% | -20.3% |
| 1Y | -5.3% | +28.5% | -33.8% | -21.7% |
| 3Y | +87.4% | +34.0% | +53.4% | +46.8% |
| 5Y | +18.9% | +12.6% | +6.3% | +2.6% |
| 10Y | +273.3% | +111.4% | +161.9% | +121.5% |
| All | +387.2% | +119.0% | +268.2% | +187.3% |
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 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