-10.7%
BDX vs FTV
-5.5%
-5.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | -5.4% | -5.2% | -0.2% | -3.7% |
| 30D | -2.2% | -11.5% | +9.3% | +2.0% |
| 3M | +20.1% | -9.0% | +29.1% | +23.7% |
| 6M | +9.1% | -2.0% | +11.1% | +9.2% |
| YTD | +17.9% | -0.9% | +18.8% | +16.6% |
| 1Y | +22.1% | +14.8% | +7.3% | +13.8% |
| All | -10.7% | -5.5% | -5.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling