+2,685.3%
BTI vs FFIV
+6,091.4%
-3,406.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -0.1% | -4.2% | +4.0% | 0.0% |
| 30D | +9.6% | -33.9% | +43.5% | +10.7% |
| 3M | +8.3% | -22.6% | +30.9% | +8.9% |
| 6M | +7.5% | -10.4% | +17.9% | +7.6% |
| YTD | +12.3% | +24.3% | -12.1% | +11.2% |
| 1Y | +16.2% | +31.8% | -15.6% | +15.0% |
| 3Y | +148.0% | +99.5% | +48.5% | +141.9% |
| 5Y | +153.2% | +40.7% | +112.5% | +148.8% |
| 10Y | +128.2% | +126.9% | +1.3% | +120.9% |
| All | +2,685.3% | +6,091.4% | -3,406.1% | +3,043.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling