+117.0%
BTI vs FFIV
+95.0%
+22.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | -2.0% | +1.6% | -3.6% | -2.1% |
| 30D | -3.4% | -3.7% | +0.3% | -3.3% |
| 3M | -9.0% | +2.0% | -11.0% | -9.3% |
| 6M | -5.0% | +39.3% | -44.3% | -7.6% |
| YTD | -0.3% | +56.1% | -56.4% | -4.0% |
| 1Y | +3.1% | +22.0% | -18.9% | +1.3% |
| 3Y | +111.0% | +148.2% | -37.2% | +88.7% |
| 5Y | +117.0% | +96.3% | +20.7% | +94.3% |
| All | +117.0% | +95.0% | +22.0% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling