+2,695.4%
BTI vs FFIV
+6,097.9%
-3,402.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -3.2% | +1.9% | -5.1% | -3.3% |
| 30D | +9.7% | -33.3% | +43.0% | +10.7% |
| 3M | +11.1% | -24.9% | +36.0% | +11.7% |
| 6M | -1.2% | -10.5% | +9.3% | -1.1% |
| YTD | +12.7% | +24.4% | -11.8% | +11.6% |
| 1Y | +15.8% | +32.3% | -16.5% | +14.5% |
| 3Y | +148.9% | +99.7% | +49.2% | +142.8% |
| 5Y | +151.9% | +38.4% | +113.5% | +147.6% |
| 10Y | +124.2% | +125.0% | -0.8% | +117.0% |
| All | +2,695.4% | +6,097.9% | -3,402.4% | +3,055.2% |
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 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