+108.5%
BTI vs FFIV
+155.7%
-47.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -0.2% | +5.4% | -5.6% | -0.1% |
| 30D | -1.1% | -2.7% | +1.6% | -1.1% |
| 3M | -8.8% | +4.5% | -13.3% | -8.9% |
| 6M | -4.0% | +42.2% | -46.2% | -5.0% |
| YTD | +0.4% | +61.3% | -60.9% | -1.2% |
| 1Y | +1.9% | +23.0% | -21.1% | +1.5% |
| 3Y | +108.5% | +156.3% | -47.7% | +82.7% |
| All | +108.5% | +155.7% | -47.2% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling