+131.3%
FTV vs BBWI
-44.7%
+176.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +18.7% | +12.9% | +5.8% | +15.8% |
| 3M | +10.0% | +16.0% | -6.0% | +6.1% |
| 6M | +14.6% | +16.6% | -2.1% | +9.5% |
| YTD | +23.4% | +9.7% | +13.7% | +18.1% |
| 1Y | +31.3% | +1.5% | +29.8% | +26.1% |
| 3Y | +39.8% | -21.4% | +61.2% | +36.8% |
| 5Y | +17.7% | -67.6% | +85.2% | +32.8% |
| 10Y | +110.2% | -46.8% | +157.0% | +65.6% |
| All | +131.3% | -44.7% | +176.0% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling