+153.4%
FDX vs BTI
+125.1%
+28.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +9.5% | +9.6% | -0.1% | +6.5% |
| 3M | -1.3% | +8.3% | -9.6% | -3.8% |
| 6M | +5.5% | +7.5% | -2.0% | +2.5% |
| YTD | +38.9% | +12.3% | +26.6% | +32.8% |
| 1Y | +58.8% | +16.2% | +42.6% | +50.1% |
| 3Y | +71.1% | +148.0% | -76.9% | +22.1% |
| 5Y | +76.3% | +153.2% | -77.0% | +23.1% |
| 10Y | +153.4% | +128.2% | +25.2% | +76.1% |
| All | +153.4% | +125.1% | +28.3% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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