+58.8%
FDX vs BTI
+17.4%
+41.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +9.5% | +9.6% | -0.1% | +7.5% |
| 3M | -1.3% | +8.3% | -9.6% | -3.0% |
| 6M | +5.5% | +7.5% | -2.0% | +3.0% |
| YTD | +38.9% | +12.3% | +26.6% | +35.1% |
| 1Y | +58.8% | +16.2% | +42.6% | +51.4% |
| All | +58.8% | +17.4% | +41.4% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling