+54.6%
FTI vs BWA
+17.4%
+37.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.9% |
| 7D | -9.7% | -9.9% | +0.2% | -8.1% |
| 30D | -8.2% | -16.4% | +8.2% | -5.6% |
| 3M | -7.8% | -19.8% | +12.0% | -4.5% |
| 6M | -13.4% | -10.0% | -3.5% | -11.5% |
| YTD | +45.1% | +12.7% | +32.3% | +35.7% |
| 1Y | +54.6% | +15.7% | +38.9% | +43.6% |
| All | +54.6% | +17.4% | +37.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling