+4,105.2%
FDX vs BTI
+6,795.3%
-2,690.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.1% | -3.0% | +1.0% | -1.3% |
| 30D | +10.4% | +9.8% | +0.6% | +8.0% |
| 3M | +0.5% | +9.2% | -8.7% | -1.7% |
| 6M | +6.5% | +4.0% | +2.4% | +5.0% |
| YTD | +40.2% | +12.7% | +27.6% | +35.5% |
| 1Y | +52.1% | +15.9% | +36.1% | +45.9% |
| 3Y | +72.8% | +148.9% | -76.1% | +36.1% |
| 5Y | +76.3% | +152.8% | -76.5% | +37.6% |
| 10Y | +155.7% | +124.2% | +31.5% | +100.8% |
| All | +4,105.2% | +6,795.3% | -2,690.1% | +1,691.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling