+277.6%
FTI vs BBWI
-47.8%
+325.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.8% | +0.1% |
| 7D | -2.3% | -4.4% | +2.1% | -2.0% |
| 30D | +5.0% | -7.4% | +12.4% | +5.6% |
| 3M | +13.8% | -2.2% | +16.1% | +13.1% |
| 6M | +22.9% | -16.3% | +39.2% | +24.1% |
| YTD | +75.0% | -9.1% | +84.1% | +73.5% |
| 1Y | +96.9% | -34.5% | +131.4% | +105.7% |
| All | +277.6% | -47.8% | +325.5% | +284.2% |
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 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