+178.4%
FTI vs BAH
+197.5%
-19.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.4% | -3.2% | +8.6% | +6.2% |
| 30D | -8.2% | +19.5% | -27.7% | -12.6% |
| 3M | -13.7% | +11.1% | -24.8% | -16.6% |
| 6M | -11.2% | +16.3% | -27.5% | -15.7% |
| YTD | +46.0% | +4.8% | +41.2% | +40.5% |
| 1Y | +51.8% | +4.9% | +46.9% | +45.8% |
| 3Y | +206.7% | -27.0% | +233.8% | +214.9% |
| 5Y | +862.0% | +5.7% | +856.3% | +742.2% |
| All | +178.4% | +197.5% | -19.1% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling