+2,395.0%
BTI vs FFIV
+7,518.9%
-5,123.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | -6.6% | -5.1% | -1.5% | -6.5% |
| 3M | -3.0% | -4.5% | +1.5% | -2.9% |
| 6M | -6.7% | +36.5% | -43.1% | -7.6% |
| YTD | +0.6% | +53.0% | -52.4% | -0.8% |
| 1Y | +5.6% | +24.2% | -18.6% | +4.8% |
| 3Y | +110.3% | +137.2% | -26.9% | +104.5% |
| 5Y | +114.3% | +91.8% | +22.5% | +109.1% |
| 10Y | +67.7% | +215.2% | -147.5% | +61.3% |
| All | +2,395.0% | +7,518.9% | -5,123.9% | +2,704.7% |
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 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