+1,157.0%
FTI vs BBWI
-68.8%
+1,225.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.8% | +0.4% |
| 7D | -2.3% | -4.4% | +2.1% | -1.8% |
| 30D | +5.0% | -7.4% | +12.4% | +5.9% |
| 3M | +13.8% | -2.2% | +16.1% | +13.0% |
| 6M | +22.9% | -16.3% | +39.2% | +24.1% |
| YTD | +75.0% | -9.1% | +84.1% | +73.0% |
| 1Y | +96.9% | -34.5% | +131.4% | +105.6% |
| 3Y | +276.7% | -47.0% | +323.7% | +292.6% |
| 5Y | +1,157.0% | -68.8% | +1,225.9% | +1,416.0% |
| All | +1,157.0% | -68.8% | +1,225.8% | +1,416.0% |
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 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