+3.4%
FTV vs BAH
-2.8%
+6.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -0.4% | -4.3% | +3.9% | +0.5% |
| 30D | -8.3% | -4.5% | -3.9% | -7.5% |
| 3M | -7.4% | -7.6% | +0.2% | -6.2% |
| 6M | -1.2% | -10.6% | +9.4% | +0.4% |
| YTD | +2.7% | -12.6% | +15.3% | +4.5% |
| 1Y | +18.4% | -27.0% | +45.4% | +24.9% |
| 3Y | -2.0% | -31.5% | +29.4% | -0.6% |
| 5Y | +3.4% | -3.8% | +7.2% | -7.7% |
| All | +3.4% | -2.8% | +6.2% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling