+862.0%
FTI vs BBWI
-68.3%
+930.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +5.4% | -4.5% | +9.9% | +6.0% |
| 30D | -8.2% | +17.1% | -25.3% | -10.4% |
| 3M | -13.7% | +17.5% | -31.2% | -16.1% |
| 6M | -11.2% | +12.8% | -24.0% | -14.1% |
| YTD | +46.0% | +8.2% | +37.8% | +40.5% |
| 1Y | +51.8% | -1.8% | +53.6% | +47.4% |
| 3Y | +206.7% | -25.8% | +232.5% | +201.1% |
| 5Y | +862.0% | -68.0% | +930.0% | +1,099.1% |
| All | +862.0% | -68.3% | +930.3% | +1,099.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling