+1,775.6%
FTI vs BWA
+1,284.8%
+490.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +4.3% | +4.3% | +0.1% | +2.0% |
| 30D | -4.7% | -13.0% | +8.3% | +2.3% |
| 3M | -13.5% | -24.8% | +11.3% | -0.5% |
| 6M | -8.7% | -23.5% | +14.8% | +2.7% |
| YTD | +49.0% | +13.8% | +35.2% | +31.7% |
| 1Y | +54.0% | +13.4% | +40.6% | +36.0% |
| 3Y | +211.6% | +62.8% | +148.9% | +117.8% |
| 5Y | +881.9% | +28.5% | +853.4% | +650.1% |
| 10Y | +188.1% | +95.4% | +92.7% | +76.2% |
| All | +1,775.6% | +1,284.8% | +490.8% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling