+122.6%
FTV vs BAH
+251.9%
-129.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +1.0% |
| 7D | +0.2% | -3.5% | +3.8% | +1.1% |
| 30D | +15.7% | +24.3% | -8.6% | +9.2% |
| 3M | +7.5% | +16.3% | -8.8% | +2.9% |
| 6M | +8.5% | +13.6% | -5.1% | +3.9% |
| YTD | +18.8% | +3.5% | +15.3% | +15.7% |
| 1Y | +28.5% | +2.7% | +25.8% | +25.2% |
| 3Y | +34.0% | -26.6% | +60.6% | +37.5% |
| 5Y | +12.6% | +8.5% | +4.1% | -0.4% |
| 10Y | +111.4% | +225.1% | -113.7% | +36.9% |
| All | +122.6% | +251.9% | -129.3% | +40.6% |
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