+76.5%
FTV vs BWA
+156.8%
-80.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.2% |
| 7D | -4.0% | -1.3% | -2.6% | -3.5% |
| 30D | -11.0% | -2.9% | -8.1% | -10.2% |
| 3M | -8.4% | -10.7% | +2.3% | -5.0% |
| 6M | -2.6% | +26.5% | -29.0% | -12.4% |
| YTD | -0.6% | +49.1% | -49.7% | -18.3% |
| 1Y | +11.0% | +52.1% | -41.1% | -9.8% |
| 3Y | -6.3% | +72.6% | -78.9% | -29.9% |
| 5Y | -1.5% | +89.4% | -90.9% | -31.4% |
| All | +76.5% | +156.8% | -80.2% | +5.3% |
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