+131.9%
BTI vs FDS
+127.7%
+4.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.6% | +1.5% | +0.2% | +1.3% |
| 30D | +9.2% | +14.8% | -5.6% | +6.1% |
| 3M | +9.6% | +16.3% | -6.6% | +5.8% |
| 6M | -2.4% | +66.2% | -68.7% | -13.5% |
| YTD | +14.2% | +16.2% | -2.0% | +9.2% |
| 1Y | +20.3% | +21.8% | -1.5% | +13.2% |
| 3Y | +147.4% | -23.9% | +171.3% | +161.1% |
| 5Y | +155.4% | -23.1% | +178.6% | +164.0% |
| All | +131.9% | +127.7% | +4.3% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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