+66.1%
FDX vs BTI
+114.2%
-48.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.4% |
| 7D | -2.5% | -1.4% | -1.1% | -2.4% |
| 30D | +3.8% | -6.6% | +10.4% | +4.4% |
| 3M | -1.3% | -3.0% | +1.7% | -1.0% |
| 6M | +5.0% | -6.7% | +11.7% | +5.5% |
| YTD | +39.6% | +0.6% | +39.1% | +39.6% |
| 1Y | +81.1% | +5.6% | +75.5% | +80.7% |
| All | +66.1% | +114.2% | -48.1% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling