+108.4%
FTV vs BWA
+94.6%
+13.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +3.7% | +7.3% | -3.6% | +1.1% |
| 30D | +16.8% | -15.8% | +32.7% | +24.0% |
| 3M | +10.4% | -25.7% | +36.1% | +22.1% |
| 6M | +12.8% | -19.6% | +32.4% | +20.0% |
| YTD | +23.3% | +14.1% | +9.2% | +11.0% |
| 1Y | +31.0% | +12.2% | +18.8% | +18.5% |
| 3Y | +38.6% | +63.8% | -25.3% | +4.4% |
| 5Y | +17.6% | +28.7% | -11.2% | -5.5% |
| All | +108.4% | +94.6% | +13.8% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling