-2.0%
FTV vs BWA
+72.9%
-74.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -0.4% | +4.3% | -4.7% | -1.4% |
| 30D | -8.3% | -2.9% | -5.4% | -7.8% |
| 3M | -7.4% | -12.4% | +5.0% | -4.8% |
| 6M | -1.2% | +28.6% | -29.8% | -8.2% |
| YTD | +2.7% | +48.2% | -45.5% | -11.3% |
| 1Y | +18.4% | +50.9% | -32.5% | +1.4% |
| 3Y | -2.0% | +72.2% | -74.2% | -24.8% |
| All | -2.0% | +72.9% | -74.9% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling