+3.1%
BTI vs FDS
-28.0%
+31.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +1.0% |
| 7D | -2.0% | -16.0% | +14.0% | -1.8% |
| 30D | -3.4% | -6.7% | +3.3% | -3.4% |
| 3M | -9.0% | +6.0% | -15.0% | -8.8% |
| 6M | -5.0% | +25.1% | -30.1% | -4.0% |
| YTD | -0.3% | -8.1% | +7.8% | +1.8% |
| 1Y | +3.1% | -26.0% | +29.1% | +8.9% |
| All | +3.1% | -28.0% | +31.1% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling