+192.2%
FTI vs BAH
+886.2%
-694.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +5.3% | -3.2% | +8.5% | +6.2% |
| 30D | +15.3% | +2.0% | +13.3% | +14.5% |
| 3M | +15.8% | -7.6% | +23.4% | +17.7% |
| 6M | +22.6% | -5.7% | +28.3% | +23.0% |
| YTD | +79.5% | -11.7% | +91.3% | +81.7% |
| 1Y | +102.0% | -27.4% | +129.4% | +116.1% |
| 3Y | +315.8% | -32.5% | +348.4% | +336.2% |
| 5Y | +1,129.5% | -3.3% | +1,132.8% | +1,030.9% |
| 10Y | +320.9% | +186.0% | +134.9% | +178.6% |
| All | +192.2% | +886.2% | -694.0% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling