+68.6%
BTI vs FFIV
+243.4%
-174.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -2.0% |
| 7D | -2.4% | +3.5% | -5.9% | -2.9% |
| 30D | -4.8% | -1.3% | -3.5% | -4.7% |
| 3M | -8.1% | +2.4% | -10.5% | -8.8% |
| 6M | -4.2% | +41.8% | -46.0% | -10.0% |
| YTD | -1.3% | +58.5% | -59.8% | -9.3% |
| 1Y | +2.1% | +24.3% | -22.2% | -2.5% |
| 3Y | +108.9% | +152.0% | -43.1% | +70.9% |
| 5Y | +114.5% | +99.1% | +15.3% | +80.9% |
| All | +68.6% | +243.4% | -174.8% | +20.2% |
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