+120.3%
BTI vs FRSH
-72.5%
+192.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.2% | -6.6% | +6.4% | -0.1% |
| 30D | -1.1% | +2.1% | -3.2% | -1.1% |
| 3M | -8.8% | +29.0% | -37.7% | -8.9% |
| 6M | -4.0% | +48.6% | -52.6% | -4.1% |
| YTD | +0.4% | -2.9% | +3.3% | +0.5% |
| 1Y | +1.9% | -7.9% | +9.8% | +2.1% |
| 3Y | +108.5% | -46.5% | +155.0% | +109.8% |
| All | +120.3% | -72.5% | +192.8% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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