-0.1%
FTV vs BWA
+89.5%
-89.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -9.5% | -5.6% | -4.0% | -8.1% |
| 3M | -10.9% | -10.7% | -0.2% | -8.1% |
| 6M | -0.6% | +23.2% | -23.8% | -8.6% |
| YTD | +1.4% | +46.0% | -44.6% | -14.7% |
| 1Y | +17.6% | +51.2% | -33.5% | -2.7% |
| 3Y | -3.3% | +69.6% | -72.8% | -26.0% |
| 5Y | -0.1% | +86.6% | -86.7% | -31.3% |
| All | -0.1% | +89.5% | -89.6% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling