+3,656.6%
BTI vs FDS
+9,502.8%
-5,846.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.6% |
| 7D | -1.4% | -1.9% | +0.5% | -1.1% |
| 30D | -6.6% | +9.0% | -15.6% | -7.8% |
| 3M | -3.0% | +18.9% | -21.8% | -5.6% |
| 6M | -6.7% | +35.1% | -41.8% | -11.3% |
| YTD | +0.6% | +5.5% | -4.9% | -1.4% |
| 1Y | +5.6% | -16.8% | +22.4% | +6.8% |
| 3Y | +110.3% | -28.1% | +138.4% | +116.0% |
| 5Y | +114.3% | -17.4% | +131.7% | +114.0% |
| 10Y | +67.7% | +85.4% | -17.8% | +49.1% |
| All | +3,656.6% | +9,502.8% | -5,846.2% | +2,465.8% |
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