+211.6%
FTI vs BWA
+64.0%
+147.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +4.3% | +4.3% | +0.1% | +3.1% |
| 30D | -4.7% | -13.0% | +8.3% | -1.1% |
| 3M | -13.5% | -24.8% | +11.3% | -6.9% |
| 6M | -8.7% | -23.5% | +14.8% | -2.6% |
| YTD | +49.0% | +13.8% | +35.2% | +37.1% |
| 1Y | +54.0% | +13.4% | +40.6% | +41.8% |
| 3Y | +211.6% | +62.8% | +148.9% | +133.1% |
| All | +211.6% | +64.0% | +147.7% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling