+1,036.2%
FTI vs BWA
+87.2%
+949.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -4.4% | -1.3% | -3.1% | -3.9% |
| 30D | +1.5% | -2.9% | +4.4% | +2.4% |
| 3M | +8.2% | -10.7% | +18.9% | +12.3% |
| 6M | +18.8% | +26.5% | -7.6% | +7.0% |
| YTD | +71.7% | +49.1% | +22.6% | +41.6% |
| 1Y | +90.0% | +52.1% | +38.0% | +54.9% |
| 3Y | +270.5% | +72.6% | +197.9% | +174.0% |
| All | +1,036.2% | +87.2% | +949.0% | +663.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling