+67.1%
BTI vs FTV
+90.8%
-23.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.4% | -4.5% | +3.1% | -0.3% |
| 30D | -6.6% | -7.1% | +0.4% | -4.9% |
| 3M | -3.0% | -7.2% | +4.2% | -1.4% |
| 6M | -6.7% | -1.5% | -5.2% | -6.8% |
| YTD | +0.6% | +3.5% | -2.9% | -1.3% |
| 1Y | +5.6% | +20.3% | -14.8% | -0.6% |
| 3Y | +110.3% | -3.1% | +113.4% | +106.2% |
| 5Y | +114.3% | +2.3% | +111.9% | +102.5% |
| 10Y | +67.7% | +76.3% | -8.7% | +25.6% |
| All | +67.1% | +90.8% | -23.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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