+31.0%
FTV vs BBWI
+1.2%
+29.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.9% | +0.2% |
| 7D | +3.7% | -4.5% | +8.2% | +4.1% |
| 30D | +16.8% | +17.1% | -0.3% | +15.9% |
| 3M | +10.4% | +17.5% | -7.1% | +9.3% |
| 6M | +12.8% | +12.8% | 0.0% | +12.0% |
| YTD | +23.3% | +8.2% | +15.1% | +23.4% |
| 1Y | +31.0% | -1.8% | +32.8% | +31.0% |
| All | +31.0% | +1.2% | +29.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling