+114.5%
BTI vs FDS
-23.5%
+137.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.2% |
| 7D | -2.4% | -8.8% | +6.4% | -1.7% |
| 30D | -4.8% | -1.4% | -3.4% | -4.7% |
| 3M | -8.1% | +13.9% | -22.0% | -9.0% |
| 6M | -4.2% | +27.4% | -31.6% | -6.1% |
| YTD | -1.3% | -2.5% | +1.2% | -0.4% |
| 1Y | +2.1% | -23.8% | +25.9% | +6.7% |
| 3Y | +108.9% | -32.5% | +141.4% | +119.5% |
| 5Y | +114.5% | -23.2% | +137.7% | +114.2% |
| All | +114.5% | -23.5% | +137.9% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling