+93.9%
FTV vs BBWI
-49.5%
+143.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | -4.5% | +1.5% | -6.0% | -4.8% |
| 30D | -7.1% | -5.2% | -1.9% | -6.3% |
| 3M | -7.2% | +11.1% | -18.3% | -9.7% |
| 6M | -1.5% | -13.4% | +11.9% | -0.4% |
| YTD | +3.5% | +0.1% | +3.4% | +1.3% |
| 1Y | +20.3% | -36.1% | +56.5% | +27.5% |
| 3Y | -3.1% | -44.1% | +41.0% | +1.9% |
| 5Y | +2.3% | -66.2% | +68.6% | +15.0% |
| 10Y | +76.3% | -54.8% | +131.1% | +43.8% |
| All | +93.9% | -49.5% | +143.5% | +55.8% |
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