+101.5%
BTI vs FGI
-70.6%
+172.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.5% |
| 7D | -1.0% | -7.0% | +5.9% | -1.0% |
| 30D | +13.0% | -4.2% | +17.2% | +13.0% |
| 3M | +5.3% | +55.6% | -50.3% | +4.5% |
| 6M | +5.3% | -3.2% | +8.5% | +4.7% |
| YTD | +12.4% | +29.1% | -16.7% | +11.1% |
| 1Y | +18.9% | +51.0% | -32.0% | +17.4% |
| 3Y | +144.0% | +1.5% | +142.5% | +141.7% |
| All | +101.5% | -70.6% | +172.0% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling