+64.4%
BDX vs FTV
+90.8%
-26.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.2% |
| 7D | -2.5% | -4.5% | +2.0% | -1.1% |
| 30D | +8.3% | -7.1% | +15.3% | +10.8% |
| 3M | +24.4% | -7.2% | +31.6% | +27.1% |
| 6M | +9.2% | -1.5% | +10.7% | +9.3% |
| YTD | +22.7% | +3.5% | +19.2% | +20.2% |
| 1Y | +25.9% | +20.3% | +5.5% | +17.2% |
| 3Y | -10.5% | -3.1% | -7.4% | -11.6% |
| 5Y | +1.9% | +2.3% | -0.4% | -2.8% |
| 10Y | +58.7% | +76.3% | -17.6% | +24.2% |
| All | +64.4% | +90.8% | -26.4% | +27.6% |
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