+108.6%
FTV vs BWA
+94.2%
+14.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.9% | +4.3% | -0.4% | +2.3% |
| 30D | +18.7% | -13.0% | +31.7% | +24.5% |
| 3M | +10.0% | -24.8% | +34.8% | +21.1% |
| 6M | +14.6% | -23.5% | +38.1% | +24.3% |
| YTD | +23.4% | +13.8% | +9.6% | +11.2% |
| 1Y | +31.3% | +13.4% | +17.9% | +18.2% |
| 3Y | +39.8% | +62.8% | -23.0% | +5.6% |
| 5Y | +17.7% | +28.5% | -10.8% | -5.3% |
| All | +108.6% | +94.2% | +14.4% | +41.0% |
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