+143.1%
BTI vs FFIV
+100.5%
+42.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -0.1% | -4.2% | +4.0% | -0.3% |
| 30D | +9.6% | -33.9% | +43.5% | +8.4% |
| 3M | +8.3% | -22.6% | +30.9% | +7.6% |
| 6M | +7.5% | -10.4% | +17.9% | +6.5% |
| YTD | +12.3% | +24.3% | -12.1% | +10.5% |
| 1Y | +16.2% | +31.8% | -15.6% | +14.1% |
| All | +143.1% | +100.5% | +42.6% | +109.5% |
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 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