+20.2%
FTV vs BWA
+59.1%
-38.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.2% |
| 7D | -4.6% | +5.7% | -10.3% | -4.9% |
| 30D | -7.2% | +1.4% | -8.6% | -7.3% |
| 3M | -7.3% | -12.1% | +4.8% | -6.8% |
| 6M | -1.6% | +28.6% | -30.2% | -2.8% |
| YTD | +3.3% | +51.1% | -47.7% | -6.0% |
| 1Y | +20.2% | +55.9% | -35.7% | +7.4% |
| All | +20.2% | +59.1% | -38.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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