+79.6%
BTI vs FGI
-69.8%
+149.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -1.4% | +5.2% | -6.5% | -1.4% |
| 30D | -7.0% | +65.2% | -72.3% | -7.8% |
| 3M | -6.3% | +30.2% | -36.5% | -7.0% |
| 6M | -2.0% | +87.8% | -89.8% | -3.3% |
| YTD | +0.2% | +32.5% | -32.3% | -0.9% |
| 1Y | +3.8% | +93.6% | -89.8% | +2.1% |
| 3Y | +112.1% | -2.6% | +114.7% | +110.7% |
| All | +79.6% | -69.8% | +149.4% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling