+2,159.9%
FTI vs BBWI
+385.0%
+1,774.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.1% |
| 7D | +5.3% | +1.5% | +3.8% | +4.8% |
| 30D | +15.3% | -5.2% | +20.5% | +16.4% |
| 3M | +15.8% | +11.1% | +4.7% | +10.3% |
| 6M | +22.6% | -13.4% | +36.0% | +22.8% |
| YTD | +79.5% | +0.1% | +79.5% | +70.8% |
| 1Y | +102.0% | -36.1% | +138.1% | +115.6% |
| 3Y | +315.8% | -44.1% | +359.9% | +333.3% |
| 5Y | +1,129.5% | -66.2% | +1,195.7% | +1,313.3% |
| 10Y | +320.9% | -54.8% | +375.7% | +257.3% |
| All | +2,159.9% | +385.0% | +1,774.9% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling