+80.3%
BTI vs FGI
-70.4%
+150.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.2% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | -6.6% | +65.4% | -72.0% | -7.3% |
| 3M | -3.0% | +23.5% | -26.5% | -3.6% |
| 6M | -6.7% | +60.5% | -67.2% | -7.8% |
| YTD | +0.6% | +30.0% | -29.4% | -0.5% |
| 1Y | +5.6% | +82.1% | -76.5% | +3.9% |
| 3Y | +110.3% | -4.4% | +114.7% | +108.9% |
| All | +80.3% | -70.4% | +150.6% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling