+93.9%
FTV vs BAH
+200.2%
-106.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -4.5% | -3.2% | -1.2% | -3.7% |
| 30D | -7.1% | +2.0% | -9.1% | -7.7% |
| 3M | -7.2% | -7.6% | +0.5% | -5.6% |
| 6M | -1.5% | -5.7% | +4.2% | -1.0% |
| YTD | +3.5% | -11.7% | +15.2% | +5.3% |
| 1Y | +20.3% | -27.4% | +47.7% | +28.7% |
| 3Y | -3.1% | -32.5% | +29.4% | +1.2% |
| 5Y | +2.3% | -3.3% | +5.7% | -6.9% |
| 10Y | +76.3% | +186.0% | -109.7% | +17.7% |
| All | +93.9% | +200.2% | -106.3% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling