+211.6%
FTI vs BBWI
-24.0%
+235.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.0% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | -4.7% | +12.9% | -17.5% | -5.8% |
| 3M | -13.5% | +16.0% | -29.5% | -14.9% |
| 6M | -8.7% | +16.6% | -25.3% | -11.0% |
| YTD | +49.0% | +9.7% | +39.3% | +45.0% |
| 1Y | +54.0% | +1.5% | +52.5% | +50.8% |
| 3Y | +211.6% | -21.4% | +233.0% | +221.0% |
| All | +211.6% | -24.0% | +235.6% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling