+277.6%
FTI vs BAH
-31.4%
+309.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -2.3% | -1.3% | -1.0% | -2.2% |
| 30D | +5.0% | -6.6% | +11.6% | +5.8% |
| 3M | +13.8% | -7.2% | +21.0% | +14.9% |
| 6M | +22.9% | -10.0% | +32.9% | +24.2% |
| YTD | +75.0% | -12.5% | +87.4% | +76.2% |
| 1Y | +96.9% | -27.9% | +124.8% | +104.5% |
| All | +277.6% | -31.4% | +309.0% | +272.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling