+4,108.9%
BTI vs FDS
+10,448.9%
-6,340.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.2% | -2.6% | -0.7% | -2.9% |
| 30D | +9.7% | +14.1% | -4.4% | +7.7% |
| 3M | +11.1% | +19.8% | -8.7% | +8.1% |
| 6M | -1.2% | +55.0% | -56.2% | -7.7% |
| YTD | +12.7% | +15.9% | -3.2% | +8.9% |
| 1Y | +15.8% | +24.2% | -8.4% | +10.7% |
| 3Y | +148.9% | -24.0% | +172.9% | +153.4% |
| 5Y | +151.9% | -23.3% | +175.3% | +154.2% |
| 10Y | +124.2% | +128.0% | -3.8% | +94.0% |
| All | +4,108.9% | +10,448.9% | -6,340.0% | +2,733.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling