+106.6%
FTV vs BAH
+210.6%
-104.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +18.3% | +18.2% | +0.1% | +13.2% |
| 3M | +9.8% | +13.1% | -3.3% | +6.0% |
| 6M | +12.3% | +15.2% | -2.9% | +7.2% |
| YTD | +23.1% | +6.0% | +17.1% | +19.1% |
| 1Y | +32.5% | +3.1% | +29.4% | +29.0% |
| 3Y | +38.3% | -26.2% | +64.5% | +41.9% |
| 5Y | +16.8% | +9.3% | +7.5% | +3.2% |
| 10Y | +106.6% | +212.3% | -105.7% | +37.4% |
| All | +106.6% | +210.6% | -104.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling