+847.0%
FTI vs BAH
+8.7%
+838.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | -6.3% | +18.0% | -24.3% | -9.5% |
| 3M | -13.1% | +11.4% | -24.6% | -15.4% |
| 6M | -8.0% | +17.7% | -25.7% | -11.8% |
| YTD | +47.1% | +5.4% | +41.7% | +42.8% |
| 1Y | +50.7% | +2.8% | +47.9% | +47.1% |
| 3Y | +209.0% | -26.7% | +235.6% | +210.9% |
| 5Y | +847.0% | +8.1% | +838.9% | +656.3% |
| All | +847.0% | +8.7% | +838.2% | +656.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling