+178.8%
FDX vs BTI
+68.1%
+110.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -4.9% | -4.8% | -0.1% | -3.5% |
| 3M | -6.5% | -8.1% | +1.7% | -4.3% |
| 6M | +6.7% | -4.2% | +10.8% | +7.3% |
| YTD | +33.9% | -1.3% | +35.2% | +33.3% |
| 1Y | +72.2% | +2.1% | +70.1% | +69.3% |
| 3Y | +60.2% | +108.9% | -48.7% | +21.3% |
| 5Y | +62.9% | +114.5% | -51.5% | +20.6% |
| 10Y | +178.8% | +72.2% | +106.6% | +109.7% |
| All | +178.8% | +68.1% | +110.7% | +109.7% |
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