+131.9%
BTI vs FFIV
+118.6%
+13.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | +1.6% | -0.5% | +2.2% | +1.7% |
| 30D | +9.2% | -32.4% | +41.6% | +14.3% |
| 3M | +9.6% | -25.7% | +35.3% | +13.0% |
| 6M | -2.4% | -13.5% | +11.1% | -2.2% |
| YTD | +14.2% | +21.1% | -6.9% | +7.8% |
| 1Y | +20.3% | +29.4% | -9.1% | +12.2% |
| 3Y | +147.4% | +94.9% | +52.5% | +107.2% |
| 5Y | +155.4% | +34.7% | +120.7% | +128.3% |
| All | +131.9% | +118.6% | +13.3% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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