+130.7%
FTV vs BBWI
-44.0%
+174.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.4% | -4.2% | +5.6% | +2.2% |
| 30D | +18.3% | +24.9% | -6.6% | +13.1% |
| 3M | +9.8% | +13.2% | -3.4% | +6.4% |
| 6M | +12.3% | +12.1% | +0.2% | +8.2% |
| YTD | +23.1% | +11.1% | +12.0% | +17.5% |
| 1Y | +32.5% | +0.7% | +31.8% | +27.5% |
| 3Y | +38.3% | -23.8% | +62.1% | +36.3% |
| 5Y | +16.8% | -66.9% | +83.8% | +31.4% |
| 10Y | +106.6% | -45.3% | +151.9% | +61.8% |
| All | +130.7% | -44.0% | +174.7% | +80.7% |
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 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