+291.9%
FTI vs BBWI
-57.7%
+349.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | -5.6% | -8.0% | +2.4% | -3.9% |
| 30D | +0.4% | -6.6% | +7.0% | +1.6% |
| 3M | +8.1% | -2.7% | +10.8% | +7.2% |
| 6M | +16.7% | -12.8% | +29.5% | +16.8% |
| YTD | +70.0% | -10.5% | +80.4% | +67.6% |
| 1Y | +85.4% | -35.3% | +120.8% | +95.3% |
| 3Y | +265.9% | -47.7% | +313.7% | +285.8% |
| 5Y | +1,072.7% | -68.9% | +1,141.6% | +1,255.1% |
| All | +291.9% | -57.7% | +349.5% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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