-2.0%
FTV vs BBWI
-44.4%
+42.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.2% |
| 7D | -0.4% | +1.6% | -1.9% | -0.7% |
| 30D | -8.3% | -6.2% | -2.1% | -7.5% |
| 3M | -7.4% | +4.3% | -11.7% | -8.6% |
| 6M | -1.2% | -7.2% | +6.0% | -1.2% |
| YTD | +2.7% | -3.0% | +5.7% | +1.4% |
| 1Y | +18.4% | -30.8% | +49.2% | +25.0% |
| 3Y | -2.0% | -43.4% | +41.4% | +1.7% |
| All | -2.0% | -44.4% | +42.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling